You didnt specify what type of connection you have. DSL? Dialup? Also, do you have a firewall? Or are you trying to connect at work or school (they will have a firewall to block connecting to p2p networks)?
If you have dial up, good luck, theres not much you can do.
If you have dsl or cable or whatever faster connection, and you have a firewall, i cant help you because i dont know enough about firewalls; but there is something you can do. hopefully someone else can give you a hand. If you dont have a firewall but do have dsl etc, is it kicking you offline when you try to connect? You may have your outgoing bandwidth set too high. If you are at work or school, why are you connecting to P2P? lol its all good, i wont tell. But it will take an advanced knowledge of firewalls and specifically, the type of setup your work\school has. And as i said, i know shit about firewalls.
Either way, a little more info about your problem would help.
"The Big Willy"