that's cause it is different than napster...
you need to d/l a client... after that you can start to d/l things (assuming you don't run into firewall problems etc.)
got to the gnutelliums homepage:
http://www.gnutelliums.com
and d/l one of the listed clients. I personally use Limewire, but some of the other more popular ones out there are Bearshare, Phex, and FURI. If you want something that looks and feels like Napster then just d/l bearshare...