What's the operating system? If it's Vista then when you initially connect using wireless it'll ask you "what type of connection is this... "Home, Private, or Public" when you first connect. It's not quite the same thing as setting it up as "lan" and unfortunately I'm not sure where windows hides that setting once it's set. It's not related to the physical connection (as your "lan" would be), it's related to connection security settings and sets the level of things like file sharing based on the "type" of connection.
Try changing the ssid to force a new connection and see if it offers you that choice for the "new" connection.
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