I asked a friend who's been using Winny for some time, here's what he said:
Some tips on using winny:
1. Update your nodes
2. Use smart filters (being able to read/write Japanese really helps here)
3. Share a lot: Winny uses automatic share ratios ... no uploading = no downloading
4. whenever possible, don't just use file names as search parameters but try to get the hash and trip of the file. It'll avoid you getting fake files.
If still it doesn't work for you, stick to Utatane. I have better results with Winny but I heard some people get better results from Utatane. So just pick the one that works best for you.
Hope this helps