Yes you are correct, it's the "Try Again" message, sorry. Sometimes it works, sometimes not. If not, likely the host has gone offline, or LW cannot find them using that ip address (many people use dynamic ip's, not static ip's nowadays), or all their upload slots are full (perhaps they have upload slots set to a low number so attempted downloads from that particular client will often fail if more than one or two others are waiting for a slot.)

If that's the case then, Search again using the search function. If all fails, take a break from it & look for something else until another day. Perhaps in a few days or couple weeks time you might be lucky to get a hold of the/a host with that identical file.

Something I should warn of is .. don't search the same thing too many times each hour. This can affect the ultrapeers you are connected to, they may consider you as a spammer & start to ignore your searches & not let the searches/search results pass through. This is a known issue.