By default, a web browser – or in this case any .Net application that uses the System.Net.WebRequest class – will only allow up to 2 simultaneous threads at a time per host domain.
One way to lift this limit is to run Fiddler. It bypasses this limit and you can see much more throughput. I admit that this is a hack but it works when debugging.
When your code is running inside Windows Azure, Fiddler isn’t a possible hack, but wait there’s a better way!
Add the following configuration to your App.Config or Web.Config.