The d-link connection manager doesn't if you are using the fast user switching as it turn that feature off when you install the dlink manager. Tech support said you could turn that feature back on, never tried since dlink turned it off for a reason. The second problem you will run into with using the d-link connection manager is that it only connects wireless when the user logs into his account, this is not good if you are trying to remote desktop to that computer.
I ended up removing dlink connection manager and using the windows wireless management and only installing the driver, as what was done in the above.