Is it a new release? Does it have heaps of sources (up to 100)? There are fake files around now like this, they'll never connect. Search again, vary your search terms (look for artist, album, actors' names etc rather than title) & try the All Types search. Stay away from files with lots of sources, go for a file with 10 sources or less.

If it's a video file, look it up before download with Bitzi... other users might have rated the file
How to use Bitzi