It's somewhat counter-intuitive, I know. What happens is more than one gateway route is added to your systems routing table, but additional routes have a higher "metric" and only the available route with the lowest metric is used. If your current default gateway should become unavailable for some reason, your system would simply go up the list to the one with the next-highest metric.
I know that by default wired NIC's have a lower metric than wireless ones, but other than that I'm not sure how Windows decides which one should be used.
The gateway that you want your internet traffic to go through should be your default route, don't set a gateway on the other interface.
Then you need to add routes to direct MPLS-destined traffic through the appropriate router - you'd probably want to add those routes to the firewall, but you could add them to your system as well.
I'm not familiar with your firewall, but if you wanted to add the routes on your system you can use the "route" command - so, for example, if 192.168.1.1 through 192.168.255.254 are on the MPLS cloud, you could use the command (the -p option makes it permanent, otherwise it's only good until reboot)
route -p add 192.168.0.0 mask 255.255.0.0 10.17.1.1