Default Behavior
By default, MSIE limits you to two downloads at a time (with one in the queue). This will keep the download speeds reasonable. However, if you have a fast connection (such as 1.5Mbps cable modem or DSL connection), you can increase the number.
Here's how
1. Click Start | Run and type regedit to open the Registry Editor.
2. Navigate to HKEY CURRENT USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
3. In the right pane, click an empty space and select New and then DWORD value.
4. Name the new value MaxConnectionsPer1_0Server
5. Right click the new value and select Modify.
6. Under Base, select Decimal.
7. In the Value data field, type the number of simultaneous connections you want to allow.
8. Click OK.