If the setup is to show the ethernet status in the tray this does happen. You are not very clear in which cable so I have to think about how I can replicate this issue.
I have a Dell laptop with vista. My wireless is netgear. As of two days ago when I unplug Comcast cable I also lose wireless capability. Have wireless button on,nothing has changed except plugging into cable and unplugging to use laptop in next room. I have checked network settings while connected to cable and all is working fine. Then check network after unplugging cable and shows no connection.