Windows usually does an alright job about pushing things through the wired connection if you're connected. However, sometimes it mucks up and here's how to tell it to always prefer wired connections.
For windows 7 (possibly older/newer versions this works as well, I haven't tested.) Go to run and type in ncpa.cpl or in my case, I searched for it.
Once here, you'll want to navigate to the advanced tab on the top and go to Advanced Settings...
A new window will open and you'll want to be on "Adapters and Bindings" tab and move your "Local Area Connection" to the top of the list as shown here.
And that's it. Now you're computer will always prefer the wired connections of the wireless.
Any tips you're looking for specifically? Let us know!