Don't you just hate it when you open two downloads and IE refuses to allow you a third until one of the first two complete? I don't understand why Microsoft feels they need to limit users like this.
Run this reg file and you can now have 10 simultaneous downloads in IE. Open the file with notepad to see which registry entries control this if you want to up it further.
If you are one of the IE developers from MS, ask yourself how you would like a car that couldn't go over the speedlimit.. Remember that thought next time your boss suggests a stupid artificial limitation like this.