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I want to open one application and make it use another connection (I have two, one LAN and one Mobile). How do I do it?

I'm using WindowsXP 32-bit, I would like to use a freeware application, but if you know of any software please let me know.

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Why would you want to separate your internet connections? Besides, without a more clear example of what app you want to behave like this, it's a shot in the dark – Ivo Flipse Feb 21 '11 at 12:18
@Ivo Flipse at work I cannot use my IM(I can use a companies IM, but I prefer mine). So what I can do is to connect to internet using my mobile phone. I would like to use that connection for my IM only. Please don't judge me, Its my work and my life. – IAdapter Feb 21 '11 at 12:34
I suggest you add this information to your question, as it does make the use case a lot clearer. I'm sure a lot of other corporate users would love to do the same ;-) – Ivo Flipse Feb 21 '11 at 12:52
@IAdaptor looks like this is a question of how to set up your mobile phone as a proxy. I suppose many in the past and now, would set up their home computer as a proxy and accessed that. I haven't really done that for an IM app. It may depend on the IM app, or they may be a great generic solution for various apps. – barlop Feb 21 '11 at 13:43
up vote 2 down vote accepted

You could add a route that directs traffic to a certain address (your private IM) via your mobile connection. See this for more info.

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You can use routing tables to separate traffic based on destination. Not always easy to configure, and you'll first have to figure out all the IP addresses you want to keep separate.

You can use ForceBindIP to separate traffic based on individual apps. (See this possibly-duplicate question.) Takes a bit of setup to make a new shortcut for each app.

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