I encountered this just last month on a fresh install of XP. What was it? Out of date drivers for my cards as well as Windows Update had not finished.
But given the slim details you gave all I can do is tell you it's true.
I recently switched from a wired LAN connection to wireless LAN. After booting up the PC the network connection always fails but I can fix this by changing the advanced settings, I manually place the check mark in the box to indicate "Let Windows Manage My Settings" (or something to that effect). After this the wireless connection is established and works fine. However after the PC is powered down and reboots the advanced settings revert back to the intial setting and I need to manually check the box in the advanced settings again. Is there any way to fix this?