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 Nick MacKechnie offers instructions on increasing Internet Explorer's connection limit: 
To comply with current Internet standards, Internet Explorer limits the number of simultaneous downloads to two downloads, plus one queued download. This configuration is a function of the browser. However, as connection speeds increase, and the number of total connections that are allowed to Internet servers increase, the two-connection limit may be restrictive. 
 
Please Note: Changing the maximum number of connections beyond two is a violation of Internet standards; use at your own risk! 
 
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