How to automatically join a wireless network?

System preferences -> Network -> double click the Airport item.

In this window, select By default, join: Preferred Networks

Click the options button. In the dialog, make sure "automatically add new networks to the preferred networks list" is checked and set "if no preferred network is found..." to be either "keep looking for preferred networks" or "automatically join an open network."

 

For me it does that all by itself. Does the network have a password and if it does, did you check the checkbox to add the password to the keychain?