Or how the hell windows selects a network interface and an ip address from that interface (if it has more than one) for outbound packets ?

This excellent and easy to understand post from the Microsoft Network Team explain it all, along with differences between Win3K/XP and Win2K8/Vista.

Read it there: http://blogs.technet.com/networking/archive/2009/04/24/source-ip-address-selection-on-a-multi-homed-windows-computer.aspx

I repro it here: More...