Ethernet Overrides Wifi Internet Connection?

First is your output from TSG SysInfo program:

Tech Support Guy System Info Utility version 1.0.0.2
OS Version: Microsoft Windows 8, 64 bit
Processor: Intel(R) Core(TM) i5-3450 CPU @ 3.10GHz, Intel64 Family 6 Model 58 Stepping 9
Processor Count: 4
RAM: 32643 Mb
Graphics Card: Intel(R) HD Graphics, -1984 Mb
Hard Drives: C: Total - 304892 MB, Free - 237708 MB;
Motherboard: MSI, Z77A-G45 (MS-7752)
Antivirus: Windows Defender, Disabled

You must realize that I live away from the city and only have an iPhone 4 for a hot spot. It connects via WiFi, Bluetooth and USB. I have found USB quicker, but it doesn't seem to work under Windows 8. So I connect via WiFi only.I have a LAN, based on a D-Link DIR-615 router. This router has a WiFi option and has a Buffalo File server attached to the device that we use as a backup/file server and personal 'cloud'. When I am connected via WiFi and I plug in the Ethernet connection, the computer overrides the WiFi and attempts to connect to the Internet via the Ethernet port. It does know that the WiFi is connected as it is displayed on the bottom of the status bar as 'Internet', but choices to ignore or not check. I have gone to the devices and changed the priority to be Wireless on top and Ethernet on the bottom. This is done via the "Network and Sharing Center", "Change Adapter Settings", ALT-F (to get "File, Edit, View, Tools, Advanced and Menu" options), "Advanced" and finally "Advanced" again.Then put them in the priority you wish. Ethernet still overrides this and times out when I attempt to access anything on the Internet. It works the same on my wife's Windows 7 Laptop. It returns to normal if you unplug the Ethernet cable. Since I wish to have other files available, it is a pain in the bottom to have to unplug the Ethernet cable every time you change over to do something else and I usually forget and have to deal with the 'can't connect' message.It might be a simple solution to connect via WiFi to the router then hard wire the computers to the router, but this hasn't been a workable option. The router doesn't seem to be able to handle that type of connection?