Files that sit connecting for ages & then get stuck needing sources forever are fakes.

If you're searching for music files, use the All Types search & search for artist or album rather than song title. Go for a file with 10 sources or less...stay away from the files with huge numbers of sources.
If you're searching for video files, always chech the file with Bitzi before download. If a file has heaps of sources but no Bitzi rating, chances are it's a fake.

Check out the threads below for more info & tips, including how to use Bitzi
Fake files showing up in search results

How to find music (tips for video also)

Don't run without a firewall but don't use more than one software firewall at a time. Choose one firewall, disable any others & configure that one to allow LW.

It wouldn't hurt to update your Java. Use this version, download the JRE offline installer. Remove your current Java version before you install this one.
Archive: Download Java 2 Platform Standard Edition (J2SE) 5.0 Update 11

What's the model of your Linksys? Try port forwarding to get rid of the firewall icon. Find your router model here & then choose LW from the list of programs.
PortForward.com - Free Help Setting up Your Router or Firewall
Don't forget the step of setting up a static IP address first. LW's listening port, port in the 'manual port forward' box & port forwarded within the router should all be the same number.