In Terminal that is possible by using apt-fast (using Axel).
But is it possible to put to work Axel and apt-fast in Synaptic Manager?
I found this suggestion, but I would not attempt it without the assistance from Ask Ubuntu :)
The method in the forum thread (tricking Synaptic by renaming apt-fast to apt-get and vice versa) will not work with Ubuntu, because our Synaptic does not use apt-get. I've verified this by quickly looking at the source code, and also by moving /usr/bin/apt-get elsewhere -- Synaptic still works fine. Synaptic does reuse bits of code from apt-get, and it does use the actual dpkg binaries to perform installation, configuration, etc., but it does not use the apt-get binary.
I would first recommend trying to find a fast, "networkically"-close mirror to try to max out speed. Please see the command-line method in this answer for a very reliable way to do so.
The second is to mark packages to install in Synaptic and then generate a download script from the File menu. This is a bash script with multiple wget -c entries, one for each deb file. Simply use sed -i -e 's/wget -c/axel/g' scriptname to use axel instead, run the script in an empty directory, and then do sudo dpkg -i *.deb.
