OK, I'm guessing your
new to eMule, so don't panic theres plenty of help out there, I suggest you check out this section :
eMule FAQ
Follow it through and set up your eMule and see what happens.
There could be numerous reasons :
Firewall, no sources for file, you're not connected to a server etc etc.
Come back with more info if you still have problems
#edit
Also this is the Forum/main page thread. So this should be moved to Help/FAQ Section