I thought I was the only one with this problem, but a customer came in and had the same problem.
I have a wireless network with WPA2 encryption. My MacBook Pro running 10.6.x was running fine, but my PowerBook G4 running 10.5.5 kept forgetting the preferred network. Even though it was saved, every time the PowerBook would shut down or sleep, the network would have to be joined again manually.
Here is the fix:
1. Open up System Preferences
2. Click on Network
3. Click on Advanced
4. Get rid of all the preferred networks and hit OK.
5. Restart.
6. After your computer boots up, you should be able to join and save the network.