Part of the problem is that browsers themselves limit the number of concurrent downloads. An HTTP RFC (can't remember which one but I'm sure you can google it) suggests a maximum of 10 simultaneous downloads. Firefox and IE both default to this or less depending on the version. You can increase it, but most people don't have this knowledge. Adding more would also cause potential problems with the web server dropping requests. It may be a good idea, but the solution is not necessarily feasible.
