When I'm in the office I have a network cable on my hot desk and access to wireless networking. There's enough bandwidth available on wireless for most purposes, but for large downloads and software installations wired is greatly preferable.
Yesterday when I was installing software like Map Point - which is about 500MB in size - things were running very slowly. A quick look at the Networking page in Task manager said all my data was going over wireless. If I disabled wireless everything went over the wired network. I figured that there had to be a setting in Network connections. Sure enough on the Advanced menu, on Advanced settings, you can change the order which Vista uses different adapters and sure enough - as you can see it had placed the wireless network above the wirted one . A couple of mouse clicks to move wired above wireless and everything is the way it should be.