Multiple connections to a server isn’t exactly a new strategy, many download accelerators have been using this strategy to increase download speeds for years.
Microsoft are taking that concept and applying it to general browsing. Assuming sites allow this and your on a broadband connection, it should result in much faster browsing experience.
“Internet Explorer 8 Beta 1 for Developers consequently includes logic that detects whether the connection is narrow-band or broadband and increases the number of connections per host to six if it’s a high speed connection. This maximum number of connections applies to any connection to a Web server, not just to downloads.”
More @ MSDN