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.
Doesn't IE start the download anyway (in background, to a temporary file)? ISTR doing this and coming back to a computer with half-a-dozen save boxes up, all of which completed instantly (the rename from temporary file to save location) once dismissed. OTOH I might be thinking of Galeon.

Peter