I am downloading (or trying to) a file which has been taking some time and now the status is "connecting" but it never actually connects for download, the status doesn't change. I have tried disconnecting and re-cnnct but same old story. Can anyone shed some light on this.

Iam running XPpro with 768mb ddr and Xp 1700+ processor,
cable 128k connection

Kill the dld. Run a search for that exact filename (or, if you remember it, re-do the search you did to get this dld as a result). In the results, click for dld the file whose icon looks like a torn sheet of blank paper.
In the event that you are using a version of LW which doesn't have the icons (on of the older versions then), go to the Library, in the Incomplete folder and find the killed dld then click resume (not force resume)

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-

Thanks