Found it! http://support.microsoft.com/default...b;EN-US;183110 - OK I was a bit wrong, it's not a law, but the HTTP 1.1 specification

WinInet will limit the number of simultaneous connections that it will make to a single HTTP server. If you exceed this limit the requests will block until one of the current connections has completed. This is by design and is in agreement with the HTTP specification and industry standards.
That page gives you info for changing it to make your Internet faster (possible ).