With fileshare programs like edonkey and kazaa, you spend a lot of time waiting due to the queuing system the network uses. Even if there are people online sharing the file you want, you may end up so far down the queue at the uploaders end, that they go offline before its your turn to receive data. Even when you do recieve data, its likely to be limited to a few kbs, as the system is based around sharing multiple files at once - similar to trying to seed multiple torrents at the same time - each torrent will be reduced to a tiny trickle of data.
Try it out, you'll see what I mean.