This article describes how the Internet Explorer can be configured, so that it allows for more than two concurrent downloads.
Normally, the Internet Explore does only two files at a time from one server. The number of paralell downloads can, however, be altered.
To change the behavior of the Internet Explorer, the following steps are necessary:
Open the registry editor.
Navigate to the key HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings.
Create a new value of type DWord called MaxConnectionsPerServer.
Create a new value of type DWord called MaxConnectionsPer1_0Server.
Open the values and enter the maximum number of concurrent downloads.
After the Internet Explorer has been restarted, the new setting becomes active.
This behavior is by design.