There might be nothing you can do about the brick wall - if you've made sure that your Windows firewall's allowing LW, then the firewall's probably a coffee house thing. Sounds to me like you might be seeing fake files.

Try this: Use the All Types search > search for artist name or album name, rather than song title > choose a file with 10 sources or less, or even a file with a single modem source. Stay away from files that have heaps of sources.

If that doesn't help, in LW click on your Connections tab. Now you'll see 5 hosts that you're connected to. Right click on a host > remove. Do this for all hosts that you're connected to & new hosts will replace the ones that you've removed. Start a new search & see whether you get different sorts of results & whether you can successfully download.

There are lots of spam/junk files shared by companies who want to sabotage p2p. There are also lots of infected files being shared. Make sure that you have a good antivirus program. Keep it updated & use it to scan every file that you download - before you open it

Check out these threads for more info about what to avoid, some general virus info & info about fake files:
Virus thread: Typical virus spam file sizes - Make a note of them (click on blue link to see)

* WARNING: Viruses on network you should be aware of ! *

Fake files showing up in search results

How to find music