Short answer, no.

Not even in Vista with the new network stack.

It might be possible if you had some sort of network teaming setup and bound the two interfaces into only one that Windows sees, but I haven't dug enough to find software that will do this in a generic setup. Plenty of server NIC drivers do this though.

And having this setup on my Mac laptop for years now, I can understand why you want it. It's so nice to be able to start a file copy while on wireless, realize it's dirt slow, and go and find an ethernet cable to plug in without interrupting the transfer.