As posted earlier, you may have to remove the entry in both the Dell and XP tool. Have you done so?
Sounds like you know how to remove from the Dell tool. To remove from the XP tool, go to Control Panel, then Network and look for your Wireless Adapter. Right click on the wireless adapter to select its properties. Once you open the properties for the wireless adapter, you should see a tab for the wireless networks. Select that tab and make sure your non-preferred network is not present (or delete if there).
If that doesn't work, I would suggest you uninstall the Dell Utility and use the Windows XP utility. Does the same thing and typically easier to work with.