Pay attention to the first column in the Search window, it will give you a good idea if your download will start right away. If it says "Server Full", try elsewhere. If it's one of the red listings, they are behind a firewall and your chances are slim of connecting to them unless there is a plus sign (*) in front of the word "Available" -- meaning someone has successfully downloaded from them already.
Additionally, if you see a listing popup in red, try downloading from it right away. It seems like the longer you wait trying to connect to a firewalled server, the less likely you are to be successful. If it doesn't connect withing a minute you might as well abort it and go elsewhere.

Follow the above and you should have good luck about 80% of the time.