Start->Control Panel->Network Connections
Start->Connect To->Show all connections
Check the "Connections" box. The higher a particular network connection is on the food chain, the more likely Windows is to use it. When both are enabled, both are used, with a preference toward the adapter higher in the list. This selector doesn't know anything about wireless being slower than wired, and the higher bandwidth connection isn't always the better choice anyway, so you have to specify which you want to be the primary connection. Almost all units I've ever seen place the wireless ahead of the wired by default.
... but ...
If you couldn't tell just by your experience that is was using the wireless over the wired, then it probably doesn't really matter.
Don't change anything in the lower box ("Bindings") unless you REALLY know what you're doing. Tinkering with this section only makes a difference if you are in protocol-heterogenous networks, such as a Windows/*nix IP network with Novell Netware servers running IPX/SPX. If none of that sentence made sense to you, then you'll gain nothing by playing in the lower box.