I have had this problem on a brand new Lenovo z585 ideapad from the moment it came out of the box it does connect occasionally but only 1 out of 5 times.
I have a usb wireless adaptor which when plugged in is an instant connection. so for me the problem lies in the communication internally between the network card and the windows system which the usb drive doesn't use.
its enough to make you spiit feathers