Default behaviour in Ubuntu 12.04 fir wireless conectivity is to ask a user for a password every time the system is started displaying message "Wireless Connection Authentication Required". Also, if you have a weak wireless signal it could happen that Ubuntu has problems to connect and continue asking for password.
Here is the tutorial how to force Ubuntu to remember wireless connection password and to connect automatically without asking you every time.
1) Click on the connection icon on the taskbar
2) Select the last menu item "Edit Connections..."
3) Click on the Wireless tab
4) Select you connection and click the Edit button
5) New window will appear
6) Check "Connect automatically" checkbox
7) Click "Wireless Security" tab
8) Select the connection's Security (usually it is "WEP 40/128-bit Key (Hex or ASCII)")
9) Enter your password in the Key field. You can check the "Show key" checkbox if you want to see what password you entered
10) Click "Save..." button
From now to on, your Ubuntu system should auto connect to the wireless connection without asking for the password.