If you're off the dock and not plugged in - and then sit back down at your dock, you'll still be wireless. I'm pretty sure it's also that way if you are wireless at home, put the laptop to sleep, and then come into the office and dock (wireless will take precedence). With Dell Latitude E Series laptops in ControlPoint, I found an option to disable the wireless when the wired connection is detected.
When working with a client's Toshiba Portege R600 who has very weak wireless within the office, I wanted to disable his wireless when wired but have it automatically re-enable when the wired connection is disconnected. I ended up using Wireless AutoSwitch XPV, which works exactly like I want it to. It's available here:
It costs $7.95 - which is a shame because it should be built into Windows.