Let's say I have two active network connections that let me out to the internet.

I want certain applications to only use Network Connection 1, while some others should use Network Connection 2.

Is this possible in Windows XP? If so, how can it be done?

The main reason I wish to do this is I want to use a tethered phone's network for certain applications and an ethernet connection for others. Certain ports and networks are blocked by the ethernet connection, whereas they are not on my tethered phones connection.