"Automatic" wireless link? What am I doing wrong?

All:

I just set up a wireless 802.11g router (Dlink DI-524) and a new XPPro
PC with a corresponding wireless PCI card (DLink DWL-G510), and its
not all quite working the way I expect. The machine is one in a small
domain. Here's my problem.

Help me understand if my expectations are wrong: I want (expect?) the
PC card to automatically sense and connect to the network on machine
boot. It won't. I have to log in first (with cached credentials,
because with no network link I can't authenticate fresh), then
manually use the DLink's config utility to scan and connect. (Windows
XP's zero config doesn't work - try to connect and it just sits there
and smiles, no errors, nothing).

Is what I'm wanting to do not possible? It doesn't make sense to me
that it would work that way, because a wireless client would never be
able to get anyone authenticated into a domain if they had to log in
first to get to the utility to select the wireless network to which
they wanted to connect!?

Or am I just looking at a driver/firmware problem - router and netcard
firmware are latest available from vendor...

Appreciate your input..

-David