If the ftp server will only allow for 1 connection, a background transfer will not succeed. However WinSCP seems to be trying again for every file: so there should be an abort/cancel transfer button.
Maybe there is a retry limit in the options but if the amount of selected files is large it doesn't really help. Only way to get out is to kill the process.
Another thing, if you let WinSCP start without a connection perhaps it could also be used as a local file manager very much like Total Commander, but it's pay software (and has a crappy ftp support).