By default, Vista allows only 2 simultaneous downloads using IE. To increase the number of downloads, follow these steps:

1. Log in as an administrator

2. Click on Start > type regedit

3. Go to : HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionInternet Settings

4. Add a dword
Name: MaxConnectionsPer1_0Server
Value: 10

5. Add another dword
Name: MaxConnectionsPerServer
Value: 10

The value 10 signifies the maximum number of simultaneous downloads that IE can support.
Restart your IE and check the difference!