This depends on a few things.. its going to happen just like it happens to most folks.
If you on secondary then you can expect this periodically.. if its something that is happening for the entire time your online or something then maybe you could give us more details about your connection and WinMX versions so we can help you.
If this just happens every so often while your online then its fairly normal with a Secondary connection to be Connecting and the browse not work during this time.
