If you don't see that window, click this button:
Fill in the 'nick', 'email', and 'IP' fields. (http://whatismyipaddress.com/)
Fill this out similar to what I have here (obviously you'll share a different directory). Remember, the more you share, the more you can get. 6 is a good number of slots to open for sharing, and 30 kb/s is a slow enough speed to justify opening another one. You can always change these once you get the hang of things.
The rest of the options you can mess with as you please. Now, for downloading files:
You should get something like this:
You can use the 'Filter' box to search the hubs. For instance, if you only have about 1 gigabyte of files to share, you can type in '1 gb' and see what hubs you can join. Or if you are looking for music, you can type in 'music' or the specific genre and get the appropriate hubs. (If you have less than a gigabyte to offer, type in 'no min share'). Once you type something, hit the 'Refresh' button.
If you don't see all the names and info for the other users in the hub to your right, you're not in the hub. Either try reconnecting or try another hub.
Check the 'Only users with free slots' option so that you don't have to wait for their slots to free up. Select the appropriate file type: audio, video, etc. If you want software, you should set the file type to 'compressed', this usually works best. Once you see a file you like, just double-click it to download, and you'll have it!