How to connect to more than 3 eDonkey servers at once
I won't tell you :)
In one hand, because it would not help you downloading faster. In the other hand, because it hurts the network (waste of server slots).
MLdonkey has the feature to connect to several servers at once mainly for historical reasons. The first versions did not have eDonkey UDP protocol support, only TCP, so it was necessary to be connected to several servers (the bigger the better, but eDonkey servers were smaller at that time) to find sources. Sources propagation helped, too.
Then, the UDP protocol handling was added to MLdonkey, so that servers you aren't connected to could also be queried for sources addresses.
Since then, the main point of connecting to servers is to publish your list of shared files, and for that only one server is enough.
A recent trend is that more and more servers stopped answering to UDP queries. (While this help handling bigger amounts of connected clients, this is a very bad idea, because it "fragments" the eDonkey network. But I digress)
Now mldonkey also periodically "walks" over its list of servers, connecting to each one for a few minutes each, checking that the server is alive (and querying for sources addresses ?). It can sometimes connect to more servers than requested, but this is only temporary.