RE: Ive got to recommend a Download Accelerator program.
DAP can be used also for free. You don't need to be a paying premium paying member. Although when you do register it, it will boost up even more.
If you weren't talking about DAP itself, but about some server which doesn't allow download accelerators (unless you become a "premium" member to that server), then yes, some servers do that; they dissallow multiple connections from one IP
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