If you use aria2c to download files using the command-line, then you can also use it to download using multiple connections.

1

aria2c -x16 -s16 <url>

-x**, –max-connection-per-server=**

              The maximum number of connections to one server for each download.  Default: 1

-s**, –-split=**

              Download a file using N connections.  Default: 5