[WiFi] my iPhone does not auto-connect with my router

I have auto-lock on 1 min and after this iPhone goes to lock mode and when I push home and it wakes up I see wifi is disconnected and I have to go to setting and then wi-fi and it start seraching and find the linksys and I have to click on it and close setting to have wifi access everytime it locks up. Why this is happening. With another router in some other building this never happened. When I was passing that building it automatically connects to the router but now with the linksys wrt300n I have installed recently I have to manually connect everytime?

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