I've been asked to run few ajax requests in parallel.
Apparently the "A" in ajax stands for "Asynchronous", so each HTTP request made is non-blocking and unlimited HTTP requests should be made in parallel.
However, the browser limits the number of connections to a specific HTTP server. This is not a bad browser design: it's according to HTTP 1.1.
This can be tweaked (and thus breaking HTTP 1.1 compatibility):
FF: about:config -> network.http.max-persistent-connections-per-server
MSIE: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\MaxConnectionsPerServer (create it even if it doesn't exist, DWORD value)