Before downloading .torrent files, you should make sure it has active seeders. Use websites like
http://www.torrentz.com/, note the number of seeders, the maximum the no. of seeders the faster and reliable will be the download
You may have selected a torrent with 0 seeds. In ktorrent look if any seeder is connected. Sometimes ktorrent needs some time to start download, it depends on your network
Unlike http and ftp downloads, torrent files are not on permanent servers. The files are stored on other users computers. The client (ktorrent) connects to different users sharing the same file and downloads from them.