I just got a new Latitude E6500 and I have that problem as well.  I have had a few people look at the laptop and they cannot determine why the Wireless Configurator won't start;  even though it is set to Automatic.
I just bought a new Latitude E5500. Every time I start the computer, Windows does not automatically connect to my Wifi connection seemingly because the Wireless Zero Configuration Service does not start automatically.    I have the Dell Wireless 1397 WLAN Mini-card and under the Advanced settings on it I have the setting called "manage wireless settings" set to "enabled". Still, the Wifi connection will not connect automatically.    Presently I am going in to Administrative Tools every time I log on and starting the Wireless Zero Configuration Service; then going to the Wireless Network Connection and selecting "Use Windows to Configure My Wireless Settings." The wireless then connects immediately.   Can someone please tell me how to get the Wireless Connection to connect without having to go through this tedious process every time I start my computer?        
Latitude E5500 and Wireless Zero Configuration Service