Time out from multiple loaders

Picking up on something wvxvw said recently in another thread:

Had me wondering. I recently changed things around in several of my scripts when I found that running multiple loaders would speed my overall time spent loading by a significant amount (often halving the loading time).

So I was curious for some more information and opinions on the matter. Multiple loaders running at the same time: good, bad, ugly ?

Does it make a difference if I am using the

var g:NetConnection=new NetConnection();/*create netConnection for getting page names*/
var r:Responder=new Responder(SN,OE);
g.connect("http://www.XXXXXXXX/amfphp/gateway.php");
g.connect("amfphp/gateway.php");
g.call('Page.PN',r);

method ?