Computer Networking Experts: Two Connections?

[bicker]

I'm a software guy, so I know a little less about lower layer networking issues than I would like to. If my laptop has two active connections, one wireless and one wired, what determines which connection is used? It seems to me that individual applications and/or services appear to get wedded to one connection, regardless of whether another, faster connection becomes available subsequently. Is there any way to help a specific application realize that there is a faster connection available? Disconnecting the slower connection just seems to make the application and/or service think that there is no connection available.