Sounds familiar in the multi-WAN world? Yes! To take advantage of all available bandwidths of all Internet links, you have to have multiple connections (or sessions), more so for single user environments.
Anyway, if you're using Firefox, get DownThemAll to easily enjoy the best of what a multi-WAN router can offer - combining all bandwidths from multiple Internet links!
Remember DownThemAll is a free extension available for Firefox (Windows/OSX/Linux).