What network card does it have. The wifi in my msi wind (realtec 8187se) really doesnt get along with linux AT ALL. (I have tried all available drivers). It cant hold the connection for more than about 10 mins before dropping out. Very often it fails to connect in the manner you mention.
Also what application are you using to manage the wifi in linux. I find WICD to be by far the best - if you have not tried it, give it a go.
Thanks for the help guys, but after doing a little more searching, I found it to be quite a common problem, told my neice to buy a new net book with something other than linux on it. I would have only ended up with it back at my house every other week in the long term.
I had the same problem with the missus EEEpc, all i did was delete the connection that was pending, and it tried then to connect to the next. Spoke to Asus and apparently its a common problem that occurs