That usually means the host is very busy. It can return seach results once in a while, but then the upload slots get filled, and so when you try to download, the source can't fill your order.

So, with a modem, you want to download from 4 star (more reliable) hosts, and try to download immediately after doing a search, while the slot is open and before the search results get stale.

You could also try LimeWire, and see if that makes a difference.