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utorrent is generally regarded (IMO) as the best torrent program around. The standalone especially is great. Make sure (as Avatar 5 said) that you have configured port forwarding in your router. Have you done this? You have to find out what port utorrent uses, and then forward it in your router. Make sure you have added both the utorrent executable to your firewall's allow list, as well as its TCP and UDP ports. (find this port number in utorrent options)
You could also try right clicking on your running torrent, and clicking Force Download.
It's also possible that your ISP is blocking torrent traffic. What ISP do you use?
Which OS are you using?