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`aria2c` (from the aria2 project) allows. Change -s 4 to an arbitrary number of segments to control the number of concurrent connections. It is also possible to provide multiple URLs to the same content (potentially over multiple protocols) to download the file concurrently from multiple hosts.
There are 4 alternatives - vote for the best!
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isn't this considered rather bad netiquette?
You may encounter the certificate verification error with HTTPS server.
It was just as bad when "puf" did it, 5+ years ago :-)
firefox extension downthemall does this - why is it considered bad?
It is recommended to keep number of simultaneous connections to a maximum of 2 per host, as per RFC2616. As to why more is bad: you might hose the available resources of the host, and this could be bad for high-traffic hosts. Some programs like DownThemAll have default settings that take this for granted. I always set the number of simultaneous connections to 1 per host when installing DownThemAll.
Apart from above sideline notes, this command is how you download with simultaneous connections. If you want to spread across mirrors, just add the mirror URLs. E.g.:
aria2c -s 4 http://my/url http://my_mirror1/url http://my_mirror2/url ...