Why is server is waiting with second request untill first is fisnished

Not sure what it is, but everytime I try to run one http request from browser, second must wait for first to fisnish. Is it server side configuration/seciurirty?

For example, I have 2 files long.php and short.php. After making request to long.php one I totally cannot open short.php. After long.php is finished, short.php is then loaded.

Not sure what it is related to. It does not happen for short scripts... only big ones. Maybe one IP user can open one connection to database etc?

EDIT:
Great example of how to "reproduce" this is to install XAMPP, start import of database on one browser. During that time, I cannot open another phpMyAdmin tab and work. Have to open different browser and then can work normally.

Firefox Tab 1: Imporing database with phpmyadmin
Firefox Tab 2: Opening phpmyadmin waits untill Tab 1 finishes
Chrome Tab 1: Works without problems or delays.