This is a known problem.
Next time you have this try this -
1 - Goto start > Settings > Connection > Wireless LAN
2 - Click on Turn on WLAN (your WLAN will go on and off again)
3 - Still in the Wireless LAN screen, click on Menu (it's at the left bottom), and select Comm Manager.
4 - Start the WLAN the way it should be done by clicking on the WLAN image button.
With a bit of luck you WLAN will stay on, and starting / stopping it should from now on work by just using the Comm Manager until you do a soft reset again. (When you do a soft reset, you will need to start at point 1 again.)
Never start anything you can't fi