A new type of all-solid, photonic bandgap fiber exhibiting a wavelength dependent guidance mechanism and second harmonic generation capabilities is presented. A silica glass microstructured optical fiber was infiltrated with 2-methyl 4-nitroaniline for creating the composite material optical fiber. This optical fiber was characterized over a broad wavelength range, revealing that a transition from photonic bandgap guidance to modified total internal reflection propagation occurs from short to longer wavelengths, attributed to the dispersion characteristics of the low Abbe number nitroaniline. Annealing post-processing was used for tuning the morphology of the solidified nitroaniline inside the capillaries of the silica glass microstructured optical fiber which increased the extinction ratio of the transmission bandgaps. This composite material optical fiber also exhibits second harmonic generation capabilities under 1064 nm laser excitation, with conversion characteristics dependent upon the packing of the nitroaniline inside the optical fiber capillaries. As the pump and generated light fall into different guidance regimes of the optical fiber, such a device could be potentially used as an all optical gate or light conversion device.