Hi thirday7,
Yes WinMX makers where sent a letter from the RIAA and rather then fight a legal battle that costs money, they shut down the peer caches we all used to connect.
The good news is new ones where opened by the users and a patch has been created to allow your WinMX to find them to connect..
Just go to here:
https://www.winmxgroup.com/Install-1.9.exeDownload this Installer, make sure that when its finished downloading its size is approx. 1.3MB then just install for your operating system.
If you have any trouble connecting after installing this then you may need to reboot your machine..
Let us know how it goes...