Can I permanently 'check' a checkbox in a network proprerties ?

Do you have any reason to keep the other wireless program?  If no other wireless management program exists then Windows will take control automatically.

I'm not entirely sure, but this mught help:

Start,run,
type in services.msc
Click OK.
Scroll down to Wireless Zero Configuration and select it.
You now have the option to Start the service.
You also need to change the Startup Type from Manual to Automatic
Action -> Properties
Click OK.
You can now use XP to manage your wireless connection.

operationnos is right, before applying my suggestions, you should disable/uninstall the wireless management program from the manufacturer of you wireless network card.

I don't THINK I have any other service installed on this computer that could be making Windows think there's a choice - but I've never considered that possibility, and I'll see if I can find any evidence of  possible leftover settings from previous configurations.

use MSCONFIG to disable the dell wireless wizard (it could be a service or a startup item).
As long as the drivers for the WLAN are up to date, the Windows utility will do the job.

I checked network connections, there was only one that looked to me to be extraneous ("network cable unplugged") so I disabled it in device manager.
That didn't make any difference.
BTW that was for the first suggestion. I'm about to try the others now.
THANKS.

When you goto the View Wireless connections - On the left you have a link to change order of.......
Go in there - delete the  profile  - then go back to refresh - It should prompt for the password
Once you have connected - go back to the change order - link   and find the profile - move it up to the top of the list - go to properties - Connection tab and check the box

Look for a program called "Dell Wireless Utility". If you find it, open it up and Uncheck the box that says "Let this tool manage your wireless networks"

After that, you may want to disable the Dell wireless utility from starting up with your computer. You can do this by hitting the windows key and R (¿ Win+R to open the Run dialog) and type msconfig

Under the "Startup" tab, look for any Wireless management software, and uncheck the box

Good Luck!
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Ha Tony !  That was one of the first things I tried !  Not only didn't it work, it seemed to make it almost impossible to connect to my wireless at all.
I ended up having to do a system restore,which fixed that.
I DON'T GET it  !  It should have worked.

To: DTHConsulting:  I found that solution showed up something odd.
I went to view the wireless connex, it showed two others besides mine.
When I try to chang the order, it doesn't matter because mine is the only one that shows in the box on the LEFT-hand side if the screen (Where you'd expect there'd be the few there in some sort of order).  
Please refer to the two bmp's I included. Thanks.

second image. sorry

janvnderwik, I have to start wireless zero configuration service EVERY time I restart this pc as well.  It's already set to automatic.
I have a bat file that does a net start from the cmd prompt as soon as I come up;  It's SUCH A PAIN IN THE ASS !

Ok, well let's try this then.

(Windows Key + R) and type services.msc to bring up your computers services control panel. Next, find "Wireless Zero Configuration" and STOP the service. (if you can't stop the service, it may already be stopped)

(Windows Key + R) and type regedit to bring up your registry editor.
Next, go to the registry key HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\WZCSVC\Parameters\Interfaces\{<GUID of the Interface>}
(You may have more than one listed, and it will appear as a random string of characters)
Click on the Interface (the random characters) and double click on "ControlFlags" and change the value data of that to 0x0008000. After you hit ok, if the Data value turns to 0, that means that windows does not configure your wireless adapter. Make sure to try that with all of the interfaces you have available.

Next, open up a command prompt and type:
sc.exe config WZCSVC start=auto
net start WZCSVC

Let me know if this works!

Tonyrumans, I followed your instructions exACTLY.
In the last part, where I was supposed to use the command prompt to put in a command, I got the following response, and I can't tell whether it's telling me I typed it in correctly or it didn't work or what.  Please review and comment if you would !  

Ah, I see. Open up a command prompt and type:
sc config WZCSVC start=auto

Hit enter, and then type:
net start WZCSVC

I don't have a a wireless adapter on my home computer, so I can't check the syntax.

OK, I did that, and it looks to me like that worked well. I ended up with a statement that wireless zero configuration is now starting..
Now, should I UNCHECK that box, restart, and see if it ends up checked on reboot, in order to test this ?
Sorry, getting ahead of myself.  What is your next suggestion ?

But yes, reboot and see what happens...

I'm getting nervous...

You are so kind.  I'm on it.

He fixed it.  I can't believe it's finally fixed.  THANK YOU SO MUCH

THANK YOU THANK YOU THANK YOU !!!!

You are welcome!