Stumbled upon this the other day. Was using the Intel PROSet/Wireless software to manage my wireless conections on my HP tc4400 Tablet. Getting frustrated with the notebook never running the SBS login script (\\servername\SYSVOL\your-domain-name\scripts\SBS_LOGIN_SCRIPT.bat) when using WiFi I decided to allow Windows to configure my wireless network settings to see if it would perform differently hoping the Windows wireless client would behave better on startup and shutdown.
As I had anticipated, the Windows XP SP2 Wireless software is launching sooner than the Intel PROSet/Wireless had, allowing for the SBS_LOGIN_SCRIPT.bat to load at login and also hangs on at shutdown until the synchronized folders (My Documents redirect) has a chance to sync where before the Intel client would be shutdown by the OS before it had an opportunity to synchronize. While I liked the Intel PROSet software I like the ability to have the wireless network connection tighter with the operating system. So if you are on an SBS or other Windows domain using login scripts and/or offline folders that you want to synchronize at shutdown, consider changing over to the built in Windows interface to manage your wireless settings.