Donkey dosent suck. Its config does.
Are you behind a nat firewall (ie - Linksys router connected via a cable modem)? try forwading the ports. Also make sure your max connections are not set to 0. That dosent help :-)
try searching for something really common, and see if you can download that. If your firewalled, you will have a LowID and nothing works then, or if it does, its crap. :-)
Also make sure your bandwidth throttles are not down low. I personally download heaps via the donkey, with no problems at all.
Kev