One common question about Dual WAN Routers is "does it truly bond multiple links together to form a single (and higher speed) pipe?" Or, "do I get download speeds of 4Mbps if I have two 2M DSL links?"
The answer is yes, but you need to know what you're doing.
As far as a single TCP/UDP (e.g. SMTP or mail) connection is concerned, it can only travel over one link at a time. Its speed is limited by the individual link that is chosen. In the above case - no faster than 2M bps.
However, a Dual WAN Router is normally deployed an an office environment where you have multiple users. They will generate multiple, simultaneous connections which are then put onto the multiple WAN links, effectively making use of all available bandwidths.
Having said that, a single user will actually take advantage of multiple WAN links in real life. As an example, it is the default behavior for Firefox and MSIE to create multiple, simultaneous HTTP connections to each web server when you browse the Internet. As well, by using a download manager, such as GetRight, Free Download Manager, a user can also achieve bandwidth aggregation results.