Try right clicking in the coloured bar at the top of the WinMX program window & pick "Reset all Windows" in the context menu that comes up, you can do this right clicking on the icon in the system tray too.
Sometimes the browse whois or pm/chat windows get stuck, this fixes it, this happens more often if you run MxMonitor or LeechHammer.
I think I understood that's the problem that you're having, if I'm wrong and it's that the window opens but the files never load, suspect your ports of being blocked, misconfigured or not forwarded properly.
