Ok, this is a little confusing to me then. How are you trying to
download? Is there a specific set of files you are trying to
download? Or wait, are you talking about how many files you can
download at the same time? That makes more sense to me. I think this
is only a limitation when downloading files from the same server or
proxy. Go to about:config in your browser address bar and search for
"max-persistent-connections" You should get two entries returned, one
for server and one for proxy. Setting those higher should enable
firefox to handle more. There's a network tweak add-on that will do
this for you, but just as easy to change the values yourself.

Be aware that there may be built-in limitations on the site you are
downloading from that are designed to limit their bandwith usage...
There's nothing you can do about that in Firefox.

If that wasn't your issue, could you please provide an example of what
you are encountering with some more specifics? It's sorta hard to
play the guessing game! :)