it always says that and i can rarly ever download big files

After you open LW all your incomplete files will be queued. Depending upon how many incomplete files you have, wait a no. of mins until after your old dwndld files have loaded into LW before doing anything. All the incomplete files will try in turn to connect with any immediate sources available. Queued means it's waiting in turn. Just let it settle. Then do a search for the files that you have most urgency to dwnld. An effective search & dwnld technique can be benificial to this; see this for some hints (click on link.)

If the file you chose to dwnld is from a source that is busy, then you may be put in a queue with others to dwnld it.