Optimizing Page Load Times
John Callender writes, "Google engineer Aaron Hopkins has written an interesting analysis of optimizing page load time. Hopkins simulated connections to a web page consisting of many small objects (HTML file, images, external javascript and CSS files, etc.), and looked at how things like browser settings and request size affect perceived performance. Among his findings: For web pages consisting of many small objects, performance often bottlenecks on upload speed, rather than download speed. Also, by spreading static content across four different hostnames, site operators can achieve dramatic improvements in perceived performance."
Reference
You could try using Sloppy. I've only ever heard about it because its programmer has a very nice page on getting a free Thwarte FreeMail certificate to work with Java WebStart, so this isn't a recommendation or anything. Looks pretty decent, though.
The limit's not to do with your connection speed as such - it's to do with being polite and not putting too much drain on the server your downloading from.
The revolution will not be televised... but it will have a page on Wikipedia