There are various reasons why a download won't begin automatically. Clients may be busy initially and additional clients may be found at a later time when you start the download and XoloX will continue to search for more sources and eventually get that file for you when available.
If you are both behind a firewall then that would also be another reason why.

Try downloading files with the HIGHEST Score rating which is the # of people with the identical file to increase your success rate.

If this didn't answer your question be a slight bit more clear and we will try to help. #XoloX and #XoloXhelp in Chat are also great places to seek answers to such questions.