I am programing an Arduino Server (using MEGA2560 with W5100) and I need to connect up to 4 clients. Is there any way to do this?
4 connections is exactly the limit the hardware is able to handle.
If you tell us more about your project we might be able to suggest you alternatives. As a general hint: If you must be able to handle multiple concurrent clients you should send the information from the Arduino to a server (might be running on a Raspberry Pi or a similar platform) and distribute the information from there.