How to use ethernet for private lan and 3g for external network at the same time?

[archayl]

My situation is:

I'm using ethernet connection in office to get the file sharing and
other office related stuff working.

At the same time, I want to browse the internet using 3g modem (USB
dongle). My workplace is using proxy to block connection to outside
world. The only way to get access to the internet is through the 3g
modem.

Currently, I have to switch off the ethernet to go to the internet, as
my computer will utilise the available and already connected 3g modem.
To get the office stuff working again, I need to turn on the ethernet
and I lost connection to outside world.

Is there any way to get both working at the same time? I mean like when
I type in address that is in Local Network, it'll use the ethernet.
Else, it'll use the 3g connection.

I'm using Ubuntu 10.04.
Thanks in advance.