How to do simultanesous request and asyncronous response ?

I am a libwww beginner.
I want to send a request to different URLs simultaneously and 
receive a response asyncronously.

To do this, I modified mget.c and run it.
But this program sent a request to different URLs simultaneously but 
received a response sequentially in  sending order.

How can  I  implement this function ?
Let me know how to do it.

Thanks advance