The program you need is called Napigator. If that server does not work, choose another. This is very intuitive and many probably already do this. This makes a huge difference. For those who don't know, ping is the time it takes to connect with another computer.
Low numbers are good, high ones are bad.
However, before always going with the lowest ping, make sure the song is complete. When downloading, I always have amnesia and forget the songs that I've been dying to download. What I recommend is if this happens to you, find a chat room that interests you, pick the user on the left with the monster collection and add them to your hotlist. Then, go to the hotlist screen and browse their collection. Even if you do not download from them, browsing a large collection can give you many ideas you never would have imagined.