Well, whether it's a problem depends what the goal is -- in theory, if your goal is to finish all three downloads as soon as possible, it should be quicker to download them consecutively than concurrently

As with all big downloads, the goal is to get them all started and running, and then walk away from the computer. If I am unable to confirm the save location of the third download until the first is completed, then the two-connections limit becomes a problem.