I dont use AudioGalaxie, but while we're on the subject of downloading programs, I HIGHLY recommend Morpheus! They dont have the best selection (because it's relatively new still), but they easily have the best downloading times.
Morpheus allowsy you to search for more users with the file you're downloading, so you can get FANTASTIC downloading times by downloading from multiple sources. It also always you to see how much bandwidth users have allocated to file uploading(not always accurate, but still a great feature).
Anyways, get Morpheus, you wont be disappointed.