Document methods for parallelizing connections between a pair of machines

[ThadHouse]

In many cases, higher throughput can be achieved between 2 systems by using multiple connections. However, there are some pitfalls to doing this if a user doesn't know the right way. We should look into documenting how to ensure connections are parallelized, and potentially provide a better way in code to enforce separation between connections.

[nibanks]

@anrossi you should do this along with #4768 since they are very related.