"Ok seems now I have everything but the nodes which the guide doesn't really say how to do. Also still not quite sure how you download these files."
You copy the nodes from a web site with a node list, and paste them in. There are also plugins like NodeRefresh which will update your nodes automatically. In any case, all you need is one active node, and then Share will build its own list. To download the files, create a trigger for the hash, or run a Search and then right click and choose "Download."
"I've been running Share for the 1st time yesterday. It has been connected since yesterday 1 PM, and still no results. It would be easier with a torrent..."
Do you have AV and SOD amongst your cluster words? Does this video show up when you run a search? Share EX2 is easy enough to use once you get the hang of it.