networking - How to keep multiple connections to internet?

I have a network cable and a phone connected to my computer.

The phone uses an APN that have access to a single address. The network cable is connected to a network that have access to the internet.

When I open the site that only the phone can access I can't connect anymore to any other site until I disconnect the phone.

How to keep both connections?

I'm using Windows Vista, but solutions to other SO would be great too.