At times I will try to download an audio file and I will get this:

Connecting (XX hosts tried)...

X=number of hosts tried

Then it will say "need more sources"

Any idea how to stop this or what this means?

You're probably seeing fake files. Check out the threads below for info & tips (use Bitzi to check files before download). Go for a file with 10 sources or less, or a single modem source

Fake files showing up in search results
How to find music