Whenever I try to install the nicotine filesharing program it doesnt seem to work... I followed the instructions and got nothin

Can you define "nothin" ?
I just booted into Mepis to see if I could repeat your problem. I did the following;

Started up synaptic
Installed nicotine
Entered 'nicotine' in a terminal
Filled in the information under settings
Downloaded a song (Wilco live, legal even in America!)

I run nicotine on Slackware, so my router was already setup. I'm not running a firewall in Mepis, are you?
Nicotine (or possibly Soulseek) will not warn you if the username or password you chose are already in use. It will
simply refuse to connect. Got caught by that the first time.

Can't guess what went wrong without more info. This really should work.

ahh, i never knew about this "synaptic thing" so after I read what you wrote I started it up and looked to nicotine and it says

Converted Slackware tgz package
Converted Slackware tgz package

(Converted from a tgz package by alien version 8.51.)

but when I go into terminal and write "nicotine" nothing happens... it says its installed under the group that says "installed (local or obsolete)

Let me first warn you that I don't use Mepis a lot so may be talking out of my butt here. It looks like you downloaded a package that's optimized for Slackware. Alien is a program that coverts these type of packages for use in your Mepis (debian) system.
It doesn't look to me like it's actually been installed. You should be able to delete the file from your home folder (or wherever you downloaded it). Then download it again using synaptic.
If anyone reading this thread sees an error in this please respond.

Alright... I installed Nicotine and it tells me that I must get a program called psycho if I try to open it with the terminal... If I don't use terminal it doesnt do anything... In terminal it says....

Nicotine supports "psyco", an inline optimizer for python
code, you can get it at http://sourceforge.net/projects/psyco/
Can not find required PyGTK. The current search path is
['/usr/bin', '/usr/lib/python23.zip', '/usr/lib/python2.3', '/usr/lib/python2.3/plat-linux2', '/usr/lib/python2.3/lib-tk', '/usr/lib/python2.3/lib-dynload', '/usr/local/lib/python2.3/site-packages', '/usr/lib/python2.3/site-packages', '/usr/lib/site-python']
-------------------------------------------------------------------------------
I installed "psycho" and it says the same thing

Nicotine works for me without psyco. I think you may have a problem with python.
Maybe something from the first attempt to install has messed things up? It's looking for python-gtk2 but not finding it where it needs it.
This is what synaptic shows.
Depends: python2.3-gtk2 (>=1.99.17-6)
Depends: python (<2.4)
Depends: python (>=2.3)

PyGTK is python-gtk2

This may not be worth it. The author of nicotine has released a new soulseek client called Museek.
EDIT: Maybe go back into synaptic and see if python2.3-gtk2 is marked as installed. Beyond this I'm out of guesses.