A coder could best explain what is going on, but here's a rough idea: You can try repeating the search to build up alternate sources for the file (view tooltips over the download to see progress on alternates found/tried etc). LW is trying quite a few connections in the background, but only displays one (usually the best). If that one drops the connection for whatever reason beyond your control, then the next best will show, and so on. If a "repeat Search" finds a new and open source, you can see a jump from "waiting" to "downloading" and so on.

Cheers