Generally it chooses the fastest adaptor but that's not always the case as sibbil mentioned.
If you find that it is using a slower adaptor when a faster one is available then under TCP/IP settings for each adaptor there's a checkbox called Automatic Metric the lower number is the preferred network adaptor if not set to auto (I think, might be the higher number) and there is also a metric setting for the Default Gateways if you have more than one Gateway including Gateway's on different adaptors.
To check which adaptor is being used open Task Manager and check the Network tab.
I played with the metric settings for another thread and I'm pretty sure this is correct. I don't know if it alternates or pick randomly when set to auto.