Try a different browser, what one are you using.?
google [internet explorer allow multiple downloads]
The results are very version specific and I won't quote any here.
IE has options to set limits on the number of simultaneous downloads. Might be worth checking.
Uninstall and re-install browser. (save bookmarks somewhere that you can recover them from).
Check OS integrity with (admininstrator command window needed as I recall) -
sfc /scannow
???