In my case, windows was not remembering it, what happened was it never enabled (or started using) wired connection, even though it was enabled. I think windows uses wired connection as priority, but for some reason it wasn't routing data via wired through dock.
Access Connections is a bit flaky, it hangs when you want to modify settings and save them, but once saved, it runs seamlessly.
8/18/2011 - X220, Intel 2540M, 12.5" IPS, FingerPrint, Webcam, Bluetooth, Thinkpad b/g/n, 8GB RAM with U2312HM UltraSharp 23" IPS
1/15/2012 - S405 (Wife's), AMD A6-4455M, 14", 4GB RAM, Windows 8