OS X Yosemite: Change the priority of your network connections
If you connect to the Internet or a network in several different ways (using Wi-Fi or Ethernet, for example), you can change the order of the network port configurations your computer tries when connecting to the Internet or network.
If there are multiple active network port configurations when you try to connect, OS X tries the one at the top of the list first, then tries the other port configurations in descending order.
Choose Apple menu > System Preferences, then click Network.
Click the Action pop-up menu , then choose Set Service Order.
Drag a service, such as Ethernet, to the top of the list.
Click OK, then click Apply to make the new settings active.
If you connect to the Internet using a virtual private network (VPN), and you selected “Send all traffic over VPN connection” in the advanced options pane of VPN preferences, you don’t need to move the VPN service to the top of the list.