"Once this is loaded simply right click the list and choose Select all
then click on the Connect button and away you should go..."
NOOOOOOOO!!! NO NO NO! The connect all option is simply the worst feature that winmx EVER included in it's builds!
This is the main reason you see people here in other threads saying "I have plenty of files, why did I get banned??"
You connect to one or perhaps 2 opennap at a time. If you "Select all" and attempt to log into that many networks simutaniously, most users connections cannot send the shared files list data fast enough and this results in the popular "Banned for not sharing enough" message