Mirror 6 worked for me.....

[djkatscan]

I was having SO many problems connecting, and after going through alot
of posts, I saw one from a girl that said she downloaded and installed
version 3.2, and her winmx still said version 3.1. So I looked and
sure enough, it said I was using 3.1! I was going crazy, resetting my
firewall and the winmx settings, getting so freekin annoyed! So I
tried a different mirror site on winmx.com, and installed. Yay
version 3.2! Connected instantly! Still not getting many results
though, probably cause alot of users are having problems, and having a
secondary connection doesnt help much either. So all you people
having problems, go to help in winmx and go to about. If it says
version 3.1 there lies your problem.

want a link to the file?

http://www.angelfire.com/ny5/djkatscan/downloads.html

its the 4th kitty down...lol
while your at it you can browse my website a little....

Hope this helps somebody, and thanks for the post about 3.1, whoever
you are....