File Pooling Issue.. A new connection for each file

I am new to WM and have to do some PE Testing. I was using File pooling for 10 KB XML file. I have to put 10 K files in monitoring folder and enable File Pooling Port. Everything seems to be working but it gets very slow after processing few hundred files. I looked around and figure that its creating a new session for each file that it process!!!

How can I stop that? is there a way to use a single session for all the 10,000 files?

Please let me know I am kinda stuck on this.