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Due to the way the Internet Protocol (IP) works, it's not easy for one system to make use of multiple connections (or gateways) to the same network segment (in this case, the Internet).
Load balancing can be employed by servers to distribute load evenly across physical links, or alternatively, servers can arbitrarily assign different gateways to clients. As a concept however, the client cannot control which interface is used, or else the technique would not be effective in balancing load.
One method would be to configure a SOCKS proxy on another system, configured to use the second connection. If you wanted an application to use that connection you could configure it to use the proxy, otherwise, it would default to the gateway.
An alternative method would be to use virtualisation; the default connection could be set up with DHCP; the second connection accessible by manually configuring an OS running in a virtual machine, like VMware or Microsoft Virtual PC.
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