The issue may likely be browser related, so try clearing your cache by going to your browser's tools and delete browsing history for Temporary Internet Files and Cookies.
IE7 (Internet Explorer 7)
- Check the box Delete all offline content
- Click OK.
- Uncheck the Preserve box at the top of the screen
- Click Delete (no other deletions are necessary).
Then log out, close your browser and launch a new browser session. Log back in and see if the issue still exists.
Note: For a more permanent fix go to http://support.microsoft.com/kb/282402 which will configure your browser to allow downloading of more than two files at one time.