Muwhahahaha! I have had all the said above problems that people have been having.
I've tried all the suggestions here that I have found, but to no avail did any of them work.
Then, taking the logical approach, I thought, what had I done since the last time I used Kazaa Lite?
The answer came, ZoneAlarm!! I had installed it and uninstalled it (or at least I thought it did remove it ok.)
So here's what I did. I re-downloaded the Zone Alarm that I had installed.
I installed it again and let it reboot my PC.
Then I uninstalled it and rebooted the PC.
Ran Kazaa Lite and connected instantly!! No more connecting................... message!!
Hahahahaha :ph34r: