One more thing:

If you are on DHCP, and have your own router box to share 
the connection to many computers in your household, many of 
these router boxes have an option to set the MAC address to 
whatever you like.

Change the MAC, and most DHCP's will issue you a new IP.

But the idea really is not to get blocked in the first 
place. Very often it is a fallacy that you will get better 
throughput if you put the number of simultaneous downloads 
very high and the number of requests very high.

In practice I have noticed that the optimum is 
approximately 1 download per 100 kilobits of throughput. So 
if you have a 384 kilobit cable modem, the best is to set 
the number of simultaenous downloads to 3 or 4. If you have 
a 1 megabit cable modem, set this to max 10.

But many sites actively check if there is a human user or a 
web downloader. That's why very often you have to set the 
number of simultaneous downloads to just 1, and be done 
with it. Otherwise the website may have scripts that 
recognize many simultaneous continous requests as a web 
downloader, and will either slow down anything sent your 
way, or in the worst case will automatically block you.

With 1 download only active with 1 request per second you 
can never go wrong. Being blocked is a major headache.