This is limited by default, but can be fixed with a registry setting as you have found out
If you have a good connection to the net but want to increase the amount of concurrent downloads from a single site then edit these locations in your registry. (Note Playing in the registry can be detrimental to you system's stability and I will not and can not be held liable for your problems

)
Start Registry Editor (Regedt32.exe).
Locate the following key in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Internet Settings
On the Edit menu, click Add Value, and then add the following registry values:
"MaxConnectionsPer1_0Server"=Dword:0000000a
"MaxConnectionsPerServer"=Dword:0000000a
Quit Registry Editor.
This procedure is for informational purposes only. Changing the maximum number of connections beyond two is a violation of Internet standards; Microsoft does not recommended this procedure for use outside closed networks.
More information online in microsoft knowledge base, article Q282402:
http://support.microsoft.com/default...;en-us;Q282402