In Automation, I have created a Parallel activity and placed three long running Import actions within it. Instead of running in parallel, each action seems to be running sequentially, i.e. each action does not start until the other has completed.
Toad for Data Analysts uses the Microsoft's Windows Workflow ParallelActivity. This is as designed
The following articles describe the underlying behavior
http://msdn.microsoft.com/en-us/library/ms734755%28v=vs.90%29.aspx