From :
http://wicd.net/punbb/viewtopic.php?id=480
on the same question, the developer states :
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Most people don't need to use both connections at the same time so Wicd doesn't support this (yet). Currently it is possible to configure one connection via wicd and the other via iwconfig/ifconfig as an alternative.
We are going to implement this in the release series after 1.6, so keep watching
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