Managing multiple connections on Arduino Mega and Ethernet Shield

I'm attempting to use an Ethernet shield to pull an rss from the web AND send commands to MPD on a router.

The gateway IP is the same for both connections. MPD is on port 6600 and web stuff is on 80 (I think).

Is it possible to do multiple connections simultaneously or switch between the two ports? and how?

Yes, it is possible. Do one connection after the other. Show us the code you're currently trying with and we help you fix problems.