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It's surprising how many websites out there run on Windows XP Pro or Windows 2000 (Netcraft statistics)
All non-server versions of windows have a crippled TCP/IP stack. Basically it limits the number of simultaneous connections to 10. This could be a serious bottleneck specially if you have keep alive enabled on your web server.
Example scenario:
5 visitors are in your site. IE's default settings will open 2 socket connections to your webserver. At that point you have maxed the number of available simultaneous connections in your OS (Windows XP/2000)
The 11th connection will be dropped.
This limitation is hard coded into XP and can not be changed. There are ways to increase this number to 40 connections on windows 2000, but it's not recommended and will violate your license agreement with Microsoft.
So. if you are running your website on Windows XP or Windows 2000 and don't want to loose sales due to dropped connections, switch to another OS (i.e. Linux) or get a server edition of windows.
Dulith.
Always a good idea to read this document when you are purchasing software, to find out what you can and can not do with the version that you are purchasing. Most people fail to do this and you can get caught out.
The "10 connections" was to allow file sharing and the like for smaller offices and workgroup type setups.