I had the same problem after I upgraded my MBP to Leopard. I would constantly lose my connection when the laptop slept. In fact, my MBP couldn't even find my network on startup. I ended up having to use iStumbler to manually connect.
I ended up doing two things which seem to have solved my problem, though who knows which one did it:
1)Re-installed Leopard, this time from scratch (originally did an archive and install)
2)In Sys Prefs under Network>Advanced I unchecked the "Disconnect from wireless network at log out"
3)Also in Sys prefs under network, unchecked the "ask me to join other networks" option.
After doing these things, I no longer get that pop-up, and Leopard connects instantly to my network. I really think #3 contributed, but who knows