How I can make automatically wireless connect to my network, because first of all it always tries another one and only after this it connect to correct one, or it is impossible?
Right click on the NetworkManager applet in the top panel and select "Edit Connections..."
On the Wireless tab select and delete all connections that you don't want to connect to.
Finally choose your WLAN connection and click on Edit.
Make sure you have Connect automatically enabled. If you have other connections you want to keep, make sure you don't have Connect automatically enabled if they are in the same area as your preferred network.