José the plugin's author kindly gave me the answer by email.
For other guys with the same concern, here is his answer:
"Greetings!
The main purpose of WP PLS is to parallelize the connections when your browser tries to download the images from the server.
Even having your images on a separate domain, they are all being downloaded from a single domain, thus, only being able to download 2 at a time.
This is where my plugin comes in. It will, under your http://www.myimages.com domain use subdomains to parallelize the download efficiency. (like http://img1.myimages.com, http://img2.myimages.com, etc…)
To be honest I think I never tried the plugin under the specifications you're deploying. In theory it should work :)
José P. Airosa,
Software Engineer"
THANK YOU José for your great help!!!