Working with wireless wifi networks in Microsoft Windows Vista is a great example of "one step forward, one step back": it's not that it's any easier or harder to work with than Windows XP used to be, it's just that I personally wish that it did what you're talking about: when it recognizes that you're not connected to any sort of network and it sees wifi networks that are accessible, pop up a window saying "do you want to connect to one of the wireless networks?"

But, alas, that's not any sort of functionality I've seen enabled on Vista, so we're left having to go through the steps required to bring up the network connection window, find the wireless network we seek, connect to it, categorize it, etc.

Let's go through these steps so you can see what I'm talking about.

First off, you'll know you aren't connected to the network because you'll see this on the lower right corner of the window:

Move your cursor over the disconnected networking icon and you'll see:

Click on the tiny icon and you'll get a slightly different window with a very important option:

Choose "Connect to a network" and you'll be moved to a list of wifi networks:

In this case I'm going to connect to "The Cup - backroom", which is an open network without a password required. I click on it, then click "Connect" and it warns me:

Yeah, I'm good with that. I proceed by clicking on "Connect Anyway", thanks for the warning, and proceed to:

This is an important step and I encourage you to pick the right one for your network connection (and I also suggest that if you connect at a friend's house, choose "work" or "public", saving "Home" for your own home only. What this affects is how open your computer is to the rest of the network: you don't want to be paranoid at your own house, but you don't want to leave your computer wide open for nefarious access in a public setting either!

I'll choose "Public location" since that's where I am, a café, and Vista then does the work of actually connecting to the wireless network:

Looking good! Now one more option: do I want to save this network connection and configuration so the next time I'm here it's easier to connect?

That's easy enough. Choose to save it (or not) and:

Hurray!

Now you're online and if you move your cursor over the tiny network connection icon, you'll see something more interesting and useful:

So that's the easy way to work with wireless wifi networks in Windows Vista. Hope that helps you feel accomplished!!