Using two internet connections (simultaneously) for separate operations?

I've been wondering just out of curiosity, is it in anyway possible to use two different internet connections on my pc, say one coming from my mobile phone's 4g network (which I have setup with pdanet), and the other using my home connection. I'm not necessarily trying to combine both connections to work as one, but I'm curious to know if I can use one connection as a secondary to download a file using programs like utorrent, while using another connection as my main to play online videogames.

Both my connections work at about the same with 2mb download speed and around 30-60 latency.

I just wanted to try something like this to prevent ping lag with online video games while I or anyone in my household is hogging the main internet connection. 

Any advice on how to accomplish this would be greatly appreciated.

I don't know about 4G but pfSense can load balance between multiple Ethernet-based internet connections

Well, you could assign the other WAN to the wireless NIC on a pfsense box, and tether the connection from a phone, this way you'd be able to use the 4G.

The trick would be making sure you didn't go over on your data usage :P

Developing countries and their data caps, lol

Yeah, in pfsense you can load balance but you can also assign a gateway to certain traffic based on it's IP or port, so it would be easy to say that all traffic using your utorrent port will use one gateway and the rest will use the other. However tethering your phone to pfsense is going to be hard, although the new version just came out which should have better wireless support so you may be able to get something working.

Another way which might work is that some bittorrent clients (I can't remember if utorrent does this) allows you to specify the interface that they use. So you should be able to tell utorrent to use the interface connected to your phone and have everything else use the other interface. I'm not sure if that would work, but that's something you could explore.

You may also be able to set up some kind of software on your PC to load balance multiple gateways and use specific gateways for specific traffic, but I don't know any, maybe have a look for something like that.