Sounds like a torrent file right? Patience is a virtue. Unlike Gnutella network where more sources (people with same file) can be searched for, with torrent files you need to wait for someone to have those segments & have available upload slots & bandwidth for you. If someone shows as having it but you are not getting them then patience is best until a fellow downloader downloads those segments or the one who has them opens up an upload slot for you.
Do you mean peers you are connected to via the under Tools menu -> Advanced, or do you mean sources showing as connected to in Download window? The advanced window shows how many peers you are connected to the Gnutella network, if less than 3 then suggests you are struggling with connection for some reason.