As many of you are aware IE will only make two simultaneous connections to a server. This is down to the RFC standards to try and prevent servers getting hammered. In recent years however other browsers have ignored this standard and raised their limit.

But if you want to change it within IE it's also possible here's how.

Fire up regedit and browse to:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
Create two new DWORDs called:
MaxConnectionsPerServer and MaxConnectionsPer1_0Server

Then change their decimal values to 8 for example - if you want to allow up to 8 simultaneous connections.

If you want to create a .reg file here's what you use:

Windows Registry Editor Version 5.00

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

I've tested this on IE7 on Windows Vista and it works well. Update: Tested it on IE6 on Windows XP too with similar results.