how to dowload more than one file simultaniously

Hi everyone,
I´d like to know if and how I can download more than one file at the same time. I haven´t found any setting in the preferences tab that would help me out on this issue.
I use dsl and hate to download file after file with only 6 or 7 kb/s.
I really hope anyone can give me a hint on how to enable multiple downloads.
Thanks in advance.
yours,
Viper