It means just what it says. Originally it probably meant that the host you went to download off had gone offline, but unfortunately nowadays it may well mean you have found a fake file which is only there to annoy Gnutella users and will sit there "connecting" for ages and eventually go to "need more sourses"
You can select find more sources, but I would tend to try a different file, or re-search until something turns up that works.
With experience you will tend to get an idea which are fake files, but it is not easy.
Sometimes when you select find more sources, you will get connected and a download will begin, but as I said, if this doesn't happen re-search and try again.
I hope this helps
