firstly I don't think there is just one solution to your problem....
As you know each browser is vastly differant.
But lets see if we can get any closer to the answer you need....
I think IE Might be easy...
Check this link http://support.microsoft.com/kb/181050
For Firefox try this:
Open Firefox, and in the address bar, type "about:config" (without quotes). From there, scroll down to the Network.http.keep-alive and make sure that is set to "true". If it is not, double click it, and it will go from false to true. Now, go one below that to network.http.keep-alive.timeout -- and change that number by double clicking it. if you put in, say, 500 there, you should be good. let us know if this helps at all