Multiple analog inputs in Arduino Mega

I am facing a major problem regarding the handling of 5 IR Led (tracker sensor) analog inputs throught my arduino mega running a simulink model. It seems that arduino board is not capable to process all signals at each time instant. That is, when i comment out the rest 4 analog iputs everything works fine. I tried different sampling times but nothing happens. In fact i tried to make possible the following application on a custom wheeled robot http://www.mathworks.com/help/supportpkg/arduino/examples/arduino-robot-line-follower-application.html?prodcode=SL . In this application a multiplexer is necessary, is there any other procedure i should follow? Thank you in advance