Hi there.
Might be that the BT is also turned on, when the WiFi is... MAYBE, just maybe, this will help:
1. Turn on the WiFi with the button on the side (and the BT will turn on automatically)
2. Turn off the BT only (In the BT settings) (WiFi will remain on)
3. Press the button on the side to turn on WiFi.
4. Next time you push the button on the side, only the WiFi will turn on.
[EDIT]
D'oh, just read your reply to nomadmatt, you're not using the button
[/EDIT]
I remember the above described situation from when I got my Axim X50v (which now runs smoothly with WM5 (believe it or not

))
Hope the above works for you
/Zkii