Which one is being used when I have two internet connections? My macbook always connects to wireless when I'm at work. I usually connect Lan to usb adapter to my macbook as well.

In this case, I end up having two connections -- Lan to USB and Wireless.

Am I using wireless or lan to usb connection?
If you go to 'System Preferences -> Network' the order in which the connections appear in the sidebar is the order in which they will be used.

You can use the settings button at the bottom of the panel to re-order the connections to your preference.