I am regularly on a network with a wireless SMC Barracuda ADSL modem/router and experience a relative long delay between requesting (Windows) to connect and the actual working wireless connection. (WPA-PSK 802.11 N ; WPA-Personal with TKIP)
After about 10 seconds from requesting the connect, a Windows popup from the icon tray says that it can't connect and it displays a Cancel button. I press the Cancel button or the [X] of the popup to close it, and it does. But it continous to connect. Which in my case is great , but is not what you would expect.
Rename the button to OK or continue. There may not even be a need to actually Cancel since if the connect can be successful after all the user is happy.
But if there is a need to actually cancel the connect, please add a new button just to close the popup. In my case I really need to have a bit more patience before the connection I want is setup.