Is there a way to get more than one thing to download at once?

I bought the Telltale Complete Pack from Steam, and while I realize downloading it all at once would probably make my computer implode and pretty much kill my internet forever, I want to at least download more than one thing at a time (or at the very least, make sure it downloads each game I bought, in sequence or something).

Is there a way to do that in Steam?

As stated in the comments, for all intents and purposes, you can't. Steam will automagically decide what is best for your connection and the Steam servers and will act accordingly.

My personal experience is that during times that Steam is relatively quiet, it will download a few games at a time, at reasonable speeds. Otherwise, it only downloads one game at a time. My own connection settings do not seem to have any influence on this.