I have the same problem using Gnucleus 1.4.5.0, but it only seems to happen when I try to download from BearShare clients. A "Connecting to Host" status appears for the download, followed about 10 seconds later by the "Unable to connect" message.

For all of the other clients, I am getting a "Waiting to retry" status when I can't connect. I just verified this using various downloads from 10 BearShare clients and 10 non-Bearshare clients. The non-Bearshare clients included LimeWire, Gnotella and "unknown." It doesn't seem to matter if the client is behind a firewall or not.

Has anybody else seen this particular behavior?