Each request for a piece of content on the page (image, javascript, css, flash, etc) needs to be made over a connection to the web server. Setting up new connections can take a lot of time so it is best to re-use connections when you can and keep-alive is the way that is done. They are enabled by default on most configurations and are part of the HTTP 1.1 standard but there are times when they will be broken (sometimes unintentionally). Enabling keep-alives is usually just a configuration change on the server and does not require any changes to the page itself and can usually reduce the time to load a page by 40-50%.
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