How to connect Multiple JTAG devices?
Unless something has changed in the last 15 or so years, one must connect the JTAG devices in serial (daisy chain). Like so:

AN134 from Silicon Laboratories, Page 1, dated 12/2003!
To program each device you will probably need to specify things like the following in your JTAG blaster software:

The number of devices before and after the target you wish to communicate with.
The number of bits in the IR registers of the devices before and after the target (The devices in the chain need not be the same chips, and may have different register widths).

I suppose it may be possible to connect devices in parallel, however, I think that you would need to add some multiplexing, and the appropriate control mechanism and lines.