When I get this message, the download stops. How do you continue the download?

You'll have to post this question in the forum specific to the Gnutella client you're using. But to help you a bit, have you tried right-clicking the file?

Actually, what it means is that your client can't find the server that has the file, probably because it shut down its conncection. "Requery" means that it sends a ping out, and when the other machine gets back online and responds, the file resumes downloading.

Requery means more than that; it also will search for other hosts to try besides the original one.