Introduced in version 9, fixed in version 10.
Thanks Szabolcs for providing this screenshot showing that the bug is fixed.
Despite the integration of graphs and networks, multigraphs are not supported in Mathematica 8+.
In Mathematica 9+, GraphPlot misbehaves for multigraphs having labelled parallel edges:
GraphPlot[{{1 -> 2, "a"}, {1 -> 2, "b"}, {2 -> 1, "c"}}]
GraphPlot[{{1 -> 2, "a"}, {1 -> 2, "b"}, {2 -> 1, "c"}}, DirectedEdges -> True]


EdgeRenderingFunction is passed the nonsense labels, so using it is out of the question.
Due to this bug, it appears there is no easy way for Mathematica 9+ to render a multigraph with labels.
Are there any workarounds, or should I look somewhere other than Mathematica?
Answer
Here is a manual EdgeRenderingFunction that you can start from if you supply your labels as lists.
erf = Module[{spacing = .2,
transform =
Last@FindGeometricTransform[#, {{0, 0}, {1, 0}}]}, {Text[#,
transform[{1/2, #2}]],
GeometricTransformation[
Arrow[BSplineCurve[{{0, 0}, {1/3, #2}, {2/3, #2}, {1, 0}},
SplineWeights -> {1, 10, 10, 1}]], transform]} & @@@
Thread[{#3,
Table[spacing*a, {a, Length@#3}] -
spacing*(Length@#3 + 1)/2}]] &;
GraphPlot[{{1 -> 2, {"a"}}, {2 -> 3, {"b", "c", "d"}}, {3 -> 4, {"e",
"f"}}, {1 -> 5, {"g", "h", "i", "j"}}, {3 -> 6, {"k"}}},
EdgeRenderingFunction -> erf]

To do the same with Graph instead of GraphPlot requires a bit more work because EdgeShapeFunctions for Graphs aren't given the labels. So you need to Fold across the edges of the Graph and replace the EdgeLabels with a custom EdgeShapeFunction containing the labels for each edge.
g = Graph[{Property[1 -> 2, EdgeLabels -> {"a"}],
Property[2 -> 3, EdgeLabels -> {"b", "c", "d"}],
Property[3 -> 4, EdgeLabels -> {"e", "f"}],
Property[1 -> 5, EdgeLabels -> {"g", "h", "i", "j"}],
Property[3 -> 6, EdgeLabels -> {"k"}]}];
es[labels_] :=
Module[{spacing = .2,
transform =
Last@FindGeometricTransform[#, {{0, 0}, {1, 0}}]}, {Text[#,
transform[{1/2, #2}]],
GeometricTransformation[
Arrow[BSplineCurve[{{0, 0}, {1/3, #2}, {2/3, #2}, {1, 0}},
SplineWeights -> {1, 10, 10, 1}]], transform]} & @@@
Thread[{labels,
Table[spacing*a, {a, Length@labels}] -
spacing*(Length@labels + 1)/2}]] &
g // Fold[
RemoveProperty[{SetProperty[{#, #2},
EdgeShapeFunction ->
es@PropertyValue[{#, #2}, EdgeLabels]], #2}, EdgeLabels] &, #,
EdgeList@#] &


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