I very much doubt that the SP2 connection limit would have any effect at all on winmx, you would literally have to start more than 10 downloads at once for it to ever effect winmx - the most pending connections you could possibly have would be 13-14, if you had primary in the process of connecting, at the same time as having a lot of opennap servers trying to connect... and even then the effects would just be a few of them failing and having to retry
Most of the time with the entire connection dropping it is either a driver issue with the network card, or in some rare cases I have heard of routers crashing when you run MX on primary (although not as often as they crash with other p2p networks that use a lot of connections)