How to force talk between two macs through ethernet

Hey guys
Just a few days ago I received my new iMac. Since I'll still use the old Mac Pro I have I thought I should connect them together through ethernet.
The good news is that I'm getting some good speeds ranging from 60-90MB/s.
The bad news is that I can't keep those speeds when I enable my router.
Here's what's happening.
I have my Mac Pro connected to the router through ethernet. The iMac is connected to that same router wirelessly but with the Mac Pro through ethernet.
For some reason the computers seem to prefer to speak to each other through the router even though they are directly connected to each other. That leads to some very long transfer times since the connection seems to top out at 2MB/s instead of 60MB/s on the lowest estimate through ethernet.
Is there a way to force the iMac to use the router only for the internet connection and speak to the MacPro through the ethernet connection?

 

Thanks for your fast reply. The order is setup as ethernet first and wifi second. I'm not sure why it's happening though every once in a while. I just tried it now and it's working as it should.
I'm going to keep an eye on it the next few days and let you know what happens.