LW used to have this function but it was taken out b/c when people have heaps of incomplete files it just adds massive amounts of traffic to the gnutella network, not to mention any other network it happens to be running on. If 'all' LW users did this, then eventually the network would become painfully slow for gnutella & anywhere that it runs across (such as company networks - who would not be impressed.) shareaza is becoming a bit of a nuisance b/c of the way it does this.
When you connect, each file will in turn attempt to connect to any immediate sources available. I generally find files will connect eventually on their own but some days it needs help by doing manual searches. Another alternative is to use the Resume button. This will send out searches every few mins (much like the earlier versions did). It can be very effective despite it's drawback upon traffic.