he had no restriction
was due to personal laziness rather than an optimised answer. BrowserUK's solution is more engineered since it allocates a thread pool (with a variable number of threads) and therefore manages the total amount of traffic being generated at any one time.
Let's say for example that you were trying to download 100 pages from the same website. My solution would batter the machine at the other and effectively be a denial of service attack. The thread pool managed approach allows you to tune your network use.
There's more than one way to do it (and the other guy did it better!)