The primaries are forming the actual network in WinMx - they're connected to each other and each has several secondaries attached.
All network traffic to a secondary user is routed through the primary he's attached to - that's what the bandwidth is used for that you assign to a primary connection.
It also means that the hash numbers of that secondary is the IP of the primary. Therefor others on the network can't see the secondary's IP.
The speed you get in transfers is the same, no matter if primary or secondary.
When on primary the connection is more stable on the cost of some bandwidth - and you help forming a stronger network