Two potential fixes: (I am assuming that you click an icon to start a wireless utility of some sort to connect "manually" as you stated. If this is not correct, ignore my suggestions.)
1. Enter the wireless utility's Options, Settings, or Preferences menus and see if there is a checkbox or option button to "Start with Windows" or something similar. Whatever the wording in the menu, you want this utility to start every time Windows boots.
2. Right click on the icon you use to start the utility that makes it work. Select "copy". Then click the "Start" menu, select "All Programs", then right click the "Startup" folder, selecting "Open". In the folder that opens up, right click and select "Paste". The utility icon should now appear in the folder.
After either solution, reboot and see.