I can't say whether that is always possible. I have a Centrino laptop and use the Intel connectivity software. With this you set up a profile for each connection, including the encryption.
Not only can you then choose between different networks if they are all present, but if only one in your profiles is present it will automatically log on without any user input at all.
You can add more profiles easily, so if you are in a location with more than 1 network that you want to use, you set them both up as profiles and switching between them is just 2 mouse clicks - 1 to open the list of networks and 1 to select the one you want.
I believe that the Windows software can do the same; I just prefer the Intel.