There are lots of fake files on the network. They'll sit connecting for ages & then always need more sources. Check out the threads below for more info & tips. Check files before download with Bitzi

Fake files showing up in search results
How to find music (tips for movies as well)

You might need codecs for your player. The thread below has links to codec packs (XP codec pack is popular & so is K-Lite codec pack).
CODECs list for Movies/Alternate players / Video help forums/ video-mp3 fixers

That thread also has a link to VLC player. It's free, has codecs installed & is very reliable

And here's a link for Vista codecs, just in case you're using Vista.
Vista Codec Package v4.4.8 (freeware)