how to make fewer http requests I'm use YSlow to optimize my web pages it says:
This page has 34 external Javascript scripts. Try combining them into one.
This page has 5 external stylesheets. Try combining them into one.
but all I have in this page is some blocks and menus and a nivo slider which I think is the main reason of this issue!!
so I think nivo slider sends all this requests!!
How can I improve it?
There are couple of things you can do, 


install labjs module: it is a JavaScript loader, used by Twitter, Vimeo, examiner.com... which loads (and executes) all scripts in parallel as fast as the browser will allow.
Enable gzip compression: It reduces the size of files sent from server to increase the speed. You have to enable it in .htaccess file, for more information visit this page.
As @2pha said Advanced CSS/JS Aggregation is very effective effort.
Install optimize_db module: it handles the issue with fast-growing table cache_form.


Anyway, gtmetrix  suggests many techniques to improve your website performance.