What happens when you try to download... do files begin to download & then get stuck or do files never even start to download?

Do you see any error message?

Is it only music files that are the problem - ie can you download other file types?

Has anything in your setup changed since you last were able to download?

Whereabouts are you connecting from (house, internet cafe, dorm etc)?

Which version of LW & Jave are you using (Help > About LW will show you)?