Global Queue

I am wondering... i just started using this program and have followed the tutorial the best i could as the version used in tutorial is older than the one i am using. I have placed the files i wish to be downloaded into the global queue selected the download folder and pressed the start button to start downloads. Now my question is that once i click start is says the following: Connecting then immediately goes to waiting for retry... and sits there doing nothing. What do i have to do in order to use the global queue list? If i select the file to download direct it downloads it but i would rather place all the files in the global queue list.