OK, this is my summarize.
If I turn Prevent leeching ON. User can't create more than one connection per file. And the mysterious connection is gone.
If I turn Prevent leeching OFF. User can create more than one connection per file. And the mysterious connection is come.
So, I decided to choose ON because to keep reliability on HFS service but the negative is some user can't get their maximum download speed. However, this problem I can received.
THANKS FOR YOUR KINDLY ALWAYS REPLY MY ANNOYING QUESTION. YOU'RE ALWAYS THE BEST REJETTO!!!