Wireless LAN USB Dongle Problem

[Al Mirpuri]

Okay, I wanted to set up a wireless connection on a laptop. No inbuilt adaptor so I had to use an plug in one. The CD that came with tells me that it needs a WLAN USB dongle to make it work. Trouble is I have to exit the WLAN to allow windows to configure the connection and get the internet connection.

Do you always have to exit the Dongle to get the connection going? Is there no way that the Dongle could get the connection going immediately when I start the computer?

All responses appreciated.