Not knowing the device you are using, try flashing the device with the latest firmware. If it already has the latest firmware flash it again anyway. I have had devices exhibit similar behavior and that has resolved it, but I only use 1 brand of equipment.

You may also want to run netstumbler to see if there are other devices in your immediate area. There may be a device out there with the same name with a stronger signal that your client is associating with automatically. If that is the case then just change the name of your device and remove the original name from the preferred networks on your client.

Regards

Fred