If multiple interfaces are up there are two issues. First one is which interface has gateway and what is the interface order.
I'm assuming you're using Windows O.S. In command prompt (type "cmd" in Run window) type route print
and you should see something like this:
(the headers are in you o.s. language, mine is Turkish)
Which interface has the gateway option, actually which interface has the routing information for destination 0.0.0.0, mask 0.0.0.0 is the actual outgoing door...
{
Edit: Observe that I have a route line that is
Destination: 192.168.8.0 Mask: 255.255.248.0 and Gateway 192.168.24.2
at the bottom. That says when i need to access 192.168.8.0 network, i have to pass throug the 24.2 gateway. Besides, there are no entries in main table for 192.168.24.0 network, that was an experimental entry over another NIC
}
When you have multiple route informations for that destination {edit: 0.0.0.0} and each one is different from each other or just two different gateways, you're doomed. Network will start losing some packets...
When you have multiple route informations for that destination but one gateway for each (which is your case that your gateway will be your modem i guess, which is your dhcp server, it'll assing different ip addresses for each interface but same information for default dns and default gateway) then there is an order:
Your o.s. will treat your up and running interfaces with this ordering. So if you wireless interface is on the first line and connected, your o.s. will use that interface for network communication and vice-versa.
Best Answer
Yes it's possible and is done by manually setting your subnet and gateway for each connection
The important thing to note is that all DNS requests will go through the "gateway" address, so only set a gateway for your main(general web browsing) connection.
Then comes the subnet, which controls who handles connections. If you try to access an address within a subnet, it will route directly through there. If it falls outside of any subnets, it will be routed through the gateway device.
To customise which programs on windows, it's probably easiest to set up a proxy within the subnet you'd like to use, and tell the program to use that.
For example, in college I have:
LAN:
IP: 192.168.1.100
Subnet: 255.255.255.0
Gateway: (blank)
Wifi:
IP: 129.94.153.100
Subnet: 255.255.0.0
Gateway: 129.941.53.1
All programs default to Wifi, unless i specify the proxy 192.168.1.11