Windows Mobile 2003 Connection Manager
Alan Jarvi has compiled a great reference for the Windows Mobile 2003 connection manager screens, located here. However, the reason I went looking for info was buried in screens not shown.
By going to Start -> Settings -> Connections, hitting the Connections icon, then going to Advanced -> Network Card -> Wireless, one can see a bit more control over WLAN's manually. I had found that my iPAQ was still trying to connect to the WLAN at devdays, and the checkbox “automatically connect to non-preferred networks” was not checked.
The results of this were that the iPAQ would only find my WLAN whenever I turned wireless off, and then it was obviously too late to connect. It drove me crazy until I found that screen. For the majority of tasks, Windows Mobile 2003 makes wireless connection extremely simple compared to the kludgy interface of 2002. However, there are still those few little things, like if you accidently set a random network as the primary WLAN connection, that prove the UI isn't quite fully evolved yet...