Just a quick note: Kazaa is known as "spyware".  It keeps track of what you're doing and reports it so the folks at Kazaa can sell your info.

You might want to try a Gnutella client instead, if you want to do peer-to-peer sharing.  I would have recommended Limewire (www.limewire.org), but rumors are that they're doing the spyware thing too.

Also, be careful what you share with these programs.  There are people out there who are sharing their Microsoft Money file, for example.