After you create a new location in the Network control panel, you'll be able to set the AirPort setting of, "By default, join:" to, "Automatic." That selection won't be available for your previoulsy made location settings. That's why you need to create a new one. After you set the setting to "Automatic," you won't have to manually turn on AirPort anymore.
_________________________
_________________________________
Mac mini Core 2 Duo 2.0, 10.5.7
17" MacBook Pro 2.4, 10.5.7
iBook Dual USB, 10.4.11
MacBook Air 1.8, 10.5.7