Hi Phani,
TestComplete records HTTP traffic produced by an application (e.g. a web browser) running in your system. Connections are established by this application. After the traffic is recorded, the connections are no longer changed. So, it depends on the web browser used for traffic recording. Anyway, you should not worry about connections, because I haven't heard of issues related to the way requests are distributed by connections. This distribution can actually be different in different browsers, but server-side web applications logic is still the same for them.
