According to industry standards, your web browser is only allowed to download two files at a time from any server. By default, both Firefox and Internet Explorer follow this guideline.
You can speed up Internet Explorer by tweaking hidden registry values, thereby enabling your browser to get more files in fewer chunks.
Run your favorite registry editor, regedit..
Step 1. Navigate to HKEY_CURRENT_USER\SoftwareMicrosoft\Windows\CurrentVersion\Internet Settings.
Step 3. Modify this key and set the base Decimal value greater than 2 (I use 10 to 15).
Step 4. Create a new DWORD key called MaxConnectionsPer1_0Server.
Step 5. Modify this key and set the base Decimal value the same as MaxConnectionsPerServer.
Step 6. Exit Registry Editor and reboot your computer.
If you ever want to undo this tweak, simply delete the two keys you made and reboot. Enjoy your new fat-pipe to the InterWebs.