Go to:

Gnutella Hosts

There you can copy some hosts (Addresses) and add them manually to your favourites (Network tab) and then try to connect them.
Once you're connected you can delete these hosts from your favourites.

Normally Phex will connect to the network automaticly, but if your Phex need any help, this maybe works...

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Phex - The best Gnutella client!

Thanks, since this is the first time, I needed to contact a known host ip. Now I have 4 connections!