I know this question is rather old, but I found a solution that may work. Apparently, you can control this via scheduled tasks.
It involves using events generated by the LAN adapter when wired connection availability changes.
I haven't personally tested it yet, but I will after lunch and post back.
Edit:
It was pointed out that I should include a more detailed answer. So with that in mind. You can open the event viewer in Windows 7 via Control Panel >> Administrative Tools >> Event Viewer. In Event Viewer, click Windows Logs >> System. With this open, unplug the ethernet cable and plug it back in. Press F5 to refresh the event listing. Click on the new events to see a description of them. There should be one referring to a network link being disconnected, and one referring to that link being re-established. Note the source and the event ID.
Now, open the task manager (Control panel >> Administrative Tools >> Event Viewer), and create a basic task. Name it something like "Switch to LAN" and click Next. Under Trigger, select when a specific event is logged. Click Next. Select the System log, and enter the event source and ID for the "Network being re-established" event. Click Next, and then select Start a Program. In the Program/Script section, type "C:\Windows\System32\netsh.exe". Then, in the Add arguments section, type 'interface set interface "Insert Wireless Network Name Here" disable' (make sure you include the quotes around the name of your wireless network). Click next and finish. Now when you plug an ethernet cable into your laptop, it will automatically disable the wireless network and switch to your LAN.
Now go and do the opposite in order to re-enable wifi when the cable is unplugged (type "enable" at the end of the script arguments). It should be noted, that this works on my Thinkpad W540 when the ethernet cable is plugged/unplugged. However, only the "Switch to LAN" functionality works with the dock.
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