If you are listening to DotNetRocks live then you probably just heard one of the guests talk about a way to increase the allowable connections in Windows XP, but then says you should "buy the book" to find out how. This is actually pretty simple to do, all you need to do is edit the MaxConnections key under W3SVC in the metabase using any sort of IIS metabase editing tool. This key can be set to 40 or below, anything higher will not work.
(It goes without saying that you should backup your metabase first)
-James
Read: DotNetRocks Live - XP PRO IIS Connections