The simplest thing that comes to mind -since I don't know of an application that would do what you want the right way (though technically it should be possible), is balance the number of connections in a "round-robin" fashion, each connection going through a different proxy. An easy way to do this is through DNS. There are only three steps involved:
1) setting a dns server locally configured to act this way,
2) setting your applications to use the configured hostname as a proxy
3) setting your OS resolver to use the local dns server (in windows it is through the NIC properties of "network connections", control panel)
To see what balancing-through-DNS solutions exist out there try googling for "round-robin dns balancing". As an example, with
Bind 9
this can be done simply by defining multiple A records leading to the same IP address -you might need to play with the rrset directive to achieve better balance.
Note that in order for this to work,
1) your client application must support http proxy
2) they must not do any sort of caching to the defined proxy hostname.
Most web-browsers should be ok and I believe at least a few of all these download accelerators that support multi-threading will play along fine as well.
