I wrote about changing the order of network adapters to give wired adapters priority here. But since then, I've found a couple computers that still make the wireless their priority even though you tell it to make the wired the preferred adapter for internet traffic. The solution to that issue is to alter the metric for the wireless adapter. Logically, this shouldn't create a problem as the wireless should only ever be used when the wired is non-operational.
Here is how (in XP):
Start -> Run -> ncpa.cpl
Right click on the wireless adapter -> properties
Internet Protocol -> Properties
Uncheck automatic metric and put a value of 50 for the metric. Interestingly, a value of 10 did not work in my test, but 1000 did and so did 50. So I use 50.