connect 3g modem and LAN on one pc

hi

can i please get an advice on connecting 3G modem and LAN without having to change settings on internet options to connect the other.

when i have been using my lan and now want to change to 3G. my modem doesnt connect to internet, i will have to go to tools and change internet options. the same when i want to connect back to the network i will have to go through the same process of changing the internet options under tools