Navigate the the location below in your registry and make the corresponding change.

Create or edit the existing String value named "MaxConnectRetries" and set it to the desired amount of retries, the default is 3. 

Restart Windows. 

Key:[HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\VxD\MSTCP]
Value Name: MaxConnectRetries
Data Type: REG_SZ