I don't know if you guys already know this or not, i keep getting this question from people at work. If you already have a separate download manager to Firefox then there is no need to read on.
Firefox by default is set to download a max of 2 files simultaneously. You can change this by doing this:
-Open Firefox -In the address bar type in 'about:config' -Type in 'network.http.max-persistent-connections-per-server' in the filter section -Then double click on the value and change it to whatever you want, it should be 2 by default.
Don't know if this will help anyone but it's worth a shot.