both arrows red? Then it's not connected
You should first connect to an eD2k network (choose one from the list), perhaps you need to update your serverlist in case none of the servers work (
http://ed2k.2x4u.de/index.html <-- get an updated serverlist)
the KAD should be able to connect once you found some contacts using KAD, then it should bootstrap from known clients and be able to get connected to the KAD network
Oh, if you receive yellow arrows that means you have lowID, for KAD it's normal to have lowID in the beginning; eD2k should give you a green arrow