I found the solution !
First, here is my setup:
Router: Netgear WGT624
Card: miniPCI Dell TrueMobile 1400
Driver: Ndiswrapper with Dell windows xp driver
So, to make the wireless network with WPA key working on startup, you have to modify the /etc/modprobe.conf
alias wlan0 ndiswrapper
install ndiswrapper /sbin/modprobe --ignore-install ndiswrapper && /usr/local/bin/wpa_supplicant -Dndiswrapper -iwlan0 -c/etc/wpa_supplicant.conf -B
remove ndiswrapper /sbin/modprobe -r --ignore-remove ndiswrapper
This will tell to modprobe to insert the ndiswrapper module and to initialize the WPA stuff. Note that the WPA stuff is launched as daemon (using the -B
Don't forget to configure your network profile, and to add it in the grub menu as a boot choice.
Cheers ! AKA it works for me