My desktop PC is connected to internet through an access point with two wireless LAN (a wireless USB adapter & a wireless PCI adapter)
My OS is widows XP SP2.
Here is my connetion status from USB adapter:
IP Address : 192.168.77.100
Subnet Mask : 255.255.255.0
Default Gateway : 192.168.77.1

& from PCI adapter:
IP Address : 192.168.77.103
Subnet Mask : 255.255.255.0
Default Gateway : 192.168.77.1

Both IPs are assigned by DHCP.
Can I select which IP to surf internet or download?
Is it true that windows selects one of them by default(for example the first one)?
For download file A from first IP & file B from the second(files A & B are different), is it necessary that download manager support it or not? If yes, what program support it?
It's not bad to say that this place uses proxy to connect to internet (for more security!) & also have a download speed limit on each IP. The speed limit, is the reason that I'm asking this question.

I don't think it uses both at the same time. I think it switches back and forth between either as needed. I think your best bet would be to unplug your usb, start your download. Then pop it back in and the internet surfing should default to the one with lower bandwidth, i.e. the usb. You can open up the task manager and experiment a little. It will let you monitor the bandwidth being used on each network connection.

The lowest IP will be given to the PC that connects first.
You can change your connection to manual and input an IP of your choise AS long as it's in the same subnet as the Default Gateway... Ex (192.168.77."2-254")
Also change the DNS server to the same as your Default Gateway.

Hope this helps :)