HELP! Internet Tethering vs LAN

My office LAN do not allow me to go to internet. So i use my iPhone4 to Internet Tethering to suft the net.

My problem is i can only choose to use the LAN or Tethering at a time and cannot use both at the same time.

Normally i will open the Network Connections under control panel of Windows XP.
At the page, i will see 2 Local Area Connection. If i want to suft net, then i will disable the LAN Connection and the opposite way if i want to check company email and access to company server.

Can i know is the any settings/application that will allow both connection at a same time?