Do the files sit connecting for ages & then get stuck needing sources forever? Sounds like fake files Read the threads below for more info & tips.
Fake files showing up in search results
How to find music (tips for movies as well)

To get rid of the firewall icon, try port forwarding for your HomeHub. The instructions are here.
Port Forwarding for the BT Home Hub
LW's listening port, port in the 'manual port forward' box & port forwarded within the HomeHub all have to be the same number!