You have 2 choices when it comes to configuring your VHD files. You can connect them via IDE or SCSI controllers in your virtual machines.
The IDE allows you to connect 2 drives. You are allowed 2 IDE controllers which allow for up to 4 drives. You must have the boot drive for the VM on the IDE controller. You will be limited to 2,048 GB per IDE hard disk. Pass-Through, Fixed-disk, and Dynamic VHD type are all allowed on the IDE controller.
You are allowed to have 4 SCSI controllers on your virtual machine. Each SCSI controller can host 64 VHD files with give you a total of 256 disks. There is not a limit to the size of the SCSI drives except the hardware that is actually hosting the VHD file. You can also add and remove SCSI disks from the VM while the VM is running if you are running the host of Windows Server 2008 R2.