For what it is worth, this is how I fixed my problem. I had the same issue as the OP. I would connect to my home network and put in the password and it would stay connected, but if I left and came back I would have to put the password in again every time I reconnected to the network. After trying many of the suggestions on this thread (none of which worked), I finally tried something else and it did work. This may not work for everyone because I still use WEP security, but it may.
The name of my network was just "linksys", so when I chose that network and clicked on the blue arrow, of course there was no "forget this network" button. So I went back to the previous screen and clicked "other" to connect to a new network. I simply typed in "linksys" (same exact name) and set my security to WEP, then I entered my password. After doing this, it stayed connected and would reconnect when I came back in. The funny thing was that if I chose WPA2, it would still connect, but would not reconnect next time. I had to manually choose the right type of security. So now, I still only see the one "linksys" network, but when I click on the blue arrow to see its properties, I have the "forget this network" button back. So the forget button must only show up for manually entered networks.
So I think there is still an inherent problem with the phone in that I needed to do this manually to get it to work, but at least it does work now. So maybe someone else can try it with WPA2 and see if they get the same results.
Good Luck.