Use two internet connections at the same time.

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Hi,

I live in shared accommodation, there is a connection that everyone uses and I also have my own separate connection (my own line, router etc..)
What I would like to do is use my own connection to download loads of games and at the same time use the communal connection for general browsing/prime/youtube.

So is it easily doable, or is it more hassle than its worth?

Thanks.