Can I use Time Capsule and the Internet at the same time?

I know I must be committing some kind of beginner's error on this one. (I have just ended my fourth week of using a Mac, after close to two decades of PC use.) I have Time Capsule and I love it. But it appears the computer is making me choose to either connect to my wi-fi internet service or to connect to my Time Capsule, but not both. I think when I first connected the Time Capsule there was no problem getting it to back up wirelessly. But each time I re-start my computer, it defaults to my wireless internet service (which is what I would expect). In order to access Time Capsule, I have to manually pick that signal, and then of course I don't have internet access.

Again, I assume I'm doing something wrong here. Having Time Capsule back up constantly is not feasible if I have to manually change the setting for access and log off the internet. Or is this how it's supposed to work? Again, I assume I am missing something very basic here - a beginner's error.

Thanks in advance for any assistance.