That's when you turn to using multiple data streams/connections/endpoints. Funnelling multiple data streams with different needs over a single mechanism (TCP, or UDP, or smoke signals) only yields misery, sadness, and death.
http://www.isoc.org/INET97/proceedings/F3/F3_1.HTM
I haven't read the whole thing, but the TL;DR appears to be:
If the connection is good then TCP will keep increasing it's Window size until packet loss occurs. This will cause the sender to keep sending more packets. The result of this is that the TCP connection will start to consume most of the available bandwidth effectively drowning out more of the UDP packets (e.g if a buffer in a router starts to become full). TCP is designed to play nice with other TCP connections.
This is probably precisely what you don't want in a game where the UDP packets contain the most important information.