Lose my wireless connection each time my laptop turns off

I'm an old Windows XP guy on my desktop who is struggling with Windows 8 on a new laptop. My current issue is the fact that each time I turn on my laptop I have to reconnect to my wireless network. I have to go to my settings and than to change PC settings and go though a series of steps to get it re-set. When doing the initial set up I did set the wireless connection as always on (or what ever the wording was). What do I need to do to keep the connection.

Is the Wireless connection set to connect automatically?

Your 2 machines might be logging on the same IP address (IP conflict). Try restarting your router and your 2 machines.

As Ztrucker suggests:
Click your Wireless icon and then right click the router, or symbol you then see.
Click, in the pop up, "View connection properties", and make sure you have, under the "Connection" tab, it set to "Connect automatically...etc"