when i click on a file to download it, it doesnt start downloading, it just opens up a window and takes me to a site called www.artistdirect.com/?aff=gnnap
Rufio's right, before downloading, check out the file name column for the words (sponsored result) and avoid it! ie; "Starwars movie trailer (sponsored result)."
i get that every so often too. i find it's more common with files that have 100 or more sources. keep to files with a number of sources under 50 and you should be fine.
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The best movie/music download site.