Well, that's what I thought automatically when you said: "client for microsoft networks" above. I'm sleepy now. I'll help ya tomorrow, dude.
Post a PrtScrn of that step where you say "there's no wireless properties" button. Or, post EACH STEP. I think you're LYING or not reading properly, man!
madmax, found a page that might help you read this first. instructions for disabling IPv6. link disclaimer: i am not responsible for anything you do to your registry.
Are you logged on to your laptop as Administrator? In other words, do you have multiple user accounts there when you first log on? There may be an issue with your Vista that it thinks your are not the primary user.
Ok, do you have any 3rd-party networking software in use, like something from Dell or HP or whoever the laptop is from? A lot of problems can arise from using anything other than actual Windows itself to manage your network connections. Also, your router itself may be configured to not allow automatic connections. Just a thought.
I had this problem before. Delete that wireless profile, and it'll store it by default when you set things up again. The problem for me was that I tried to force the password to remember by messing with its settings, and windows didn't like it.