There should be more staff in the dropdown menu. Sometimes a restart will solve the problem. I upgraded Ubuntu to 12.04.
This apparently seems to be a bug. Found the bug report in launchpad:
Now i didn't really found a solution but it's more like a workaround. It is easy to pop up a terminal and kill the nm-applet process and then restart it again. I dit it like this.
3084 pts/0 00:00:00 nm-applet
And this restarts your network applet and you will see the drop down menu. Like a said it is not really a solution. So if you have found another way please let me know.