In my scenario I have one Wireless connection for my Internet and one LAN connection to a small private network of my own with my NAS, PS3 and TV and I want to have them both at the same time. It was a major pain to get this setup working on Windows. When I had both connections enabled my Internet wasn’t working because Windows was routing through the LAN connection even though the Wireless connection had a higher priority set in Network Connections –> Advanced menu –> Advanced settings.
The solution is to go into the Properties of each connection (right click on it) –> select Internet Protocol (TCP/IP) –> click Properties -> click Advanced –> uncheck Automatic metric in the bottom and set a number between 1 and 9999 where the smaller the number the higher the connection priority. I have set my Wireless Internet connection to 1 and my LAN connection to 9999 and that works.
I hope this post will save someone else’s precious time in the future.