This post applied to applications which download using the WebClient class of the .net framework.
To change the connection number merge the following with the app.config or web.config of your application.
<configuration>
<system.net>
<connectionmanagement>
<add address="*" maxconnection="10">
</connectionmanagement>
</system.net>
</configuration>
This will change the limit number of the connection to 10 to every server.
For more information refer to http://support.microsoft.com/default.aspx?scid=kb;en-us;821268 and http://msdn2.microsoft.com/en-us/library/ms998549.aspx
Ami