And I hope this is just a matter of not finding the right setting...

Every time I switch between users, the network turns off. I have to reenable it after each login. This is very annoying when you're downloading something under one user ID and flip to another user ID to do something else.

SOLUTION: Set the network password in the System Preferences -> Network dialog, instead of in each individual user's login. I had used the individual login dialog first as it has a different, more useful interface and I was having problems with the WEP keys.