Video files often come from ShareAza users who share different networks, some of which force them to use most of their upload bandwidth for those other networks. They can be highly frustrating.

Sometimes what I do, is re-search the item, if it doesn't help it with downloading then I cancel from download window & re-select from search results. This sometimes helps as connections may become stale. Also, don't forget to use the Get More Results option, right click the search result tab, choose that option to get more sources.

BTW these ideas might help (a) If LW Will Not Connect, __ (b) Problems with the search, __ (c) Hostiles List