[SOLVED]  I thought I found the setting in the Intel PROset/Wireless Tools under Administer... and then the "Application Settings" tab.  There is a category called 'Adapter Switching' and it looked like that would do the trick.  However, looks can be deceiving and it didn't matter if the checkbox was checked or not; the WiFi would still turn off when an Ethernet cable was plugged in.   The real setting is actually in the Dell BIOS but not under the Wireless settings.  Look under Power Management instead and there is a wireless category that has nothing to do with Power Management. Why DELL chose to put it there is beyond me.  Uncheck the options to keep both interfaces working simultaneously.  The side switch on the M4800 also works as expected now.
I have a Dell M4800 laptop with Win7 and Intel Centrino N 6300 AGN wireless adapter. The WiFi works great when the laptop is disconnected from the wired LAN.  As soon as I plug in a cable to the RJ45 connector, the WiFi radio turns off as verified from the unlit antenna indicator above the keyboard. The hardware switch on the right side of the laptop remains on and has no effect.  As soon as I unplug the wired connection, the WiFi radio turns back on (the antenna light comes back on as well). I would like to have both network devices turned on and working simultaneously. It has worked like this for the past year but some recent update made only one active at a time. I need the wired connection to the company LAN but need to connect to a local sensor device that has its own AP. I've gone through all the adapter device settings and could not pick out where this setting might be. I also looked in the BIOS (updated to A13) and the hardware switch is enabled to control all the WLAN stuff. Google and searching this forum came up short.  Any advice would be appreciated.
How do I get the WiFi radio to stay on when connected via LAN?