The Microsoft Internet Explorer wants to be nice to webservers and refuses to download more than two files at once, which can be quite annoying. If an alternative browser is not an acceptable alternative, you have to tame the beast by editing the registry.

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings

This entry found in your registry is the key for success. If you add the following registry values, you can adjust the maximum number of connections to fit your needs. My example uses a connection count of 10:

Value name: MaxConnectionsPer1_0Server
Value data: 10
Base: Decimal

Value Name: MaxConnectionsPerServer
Value data: 10
Base: Decimal