Seeing as you're on cable, I'll assume you're also using a decent system. Poke around in preferences awhile and familiarize yourself with what's in there. Then jack up the number of connections (under connect, I like 5) and apply.. that might help a bit.
About slow/aborting downloads.. there's really not a whole lot you can do for that, except leave it do it's work and go read a book or something. Gnucleus won't stop looking for what you want, it's dependant on how many have the particular file out there. I'm on cable as well, and sometimes the download speeds (1.1K?!) drive me nuts.. but then Gnucleus will locate another copy of the file, and it zips along nicely after that.
Also, sometimes music and whatnot can be slightly misnamed. Try searching for common misspellings, or make the searches more generic (ie instead of looking for "Foo Bar Does the Robot" look for "Foo Bar", and filter the results with the word "Robot" :)