It might mean that other programs that can configure your wireless network adapter, such as those that installed with the driver disk, are running.
Windows is sloppy and only lets you choose one way to configure your wireless card to run. Windows Zero config is one, and the software that installs with the card are the other. When you choose zero config, it disables the other method, even though the other method may still have programs running.
What make/model is the adapter?