By default Internet Explorer 8 limits the number of files that can be downloaded at one time to six. While this is higher than previous versions of IE, you can still get it to do better.
1. Open up Notepad (or right-click the desktop, mouseover New and select Text Document).
2. Copy and paste the following into the new text document:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\MAIN\FeatureControl\FEATURE_MAXCONNECTIONSPER1_0SERVER]
"iexplore.exe"=dword:00000010
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\MAIN\FeatureControl\FEATURE_MAXCONNECTIONSPERSERVER]
"iexplore.exe"=dword:0000000a
3. Save the document as ie8_maxconnections.
4. Double-click the new file to merge it into the Registry.
5. Continue through the UAC prompt and confirm that you wish to perform the action.
6. Restart you computer (or simply stop and start Explorer.exe from the Task Manager).