There’s a nifty little feature tucked away, quite literally, on the Connections : Manage admin page that few know about. By default, 50 entries will be shown at a time but this can easily be changed to suit your needs. In the upper right of the admin, right below your username is a tab name “Screen Options”. When you click this tab it will slide open. Here you will find the option to change the number of entries that will be shown per page.
This isn’t a Connections only feature, so keep an eye out for that little tab because many plugins will add options to this tab.