does it happen no matter if you have the screen on or off? By that I mean is it constantly going on and off while you are using the phone? Do you have it set in the wifi sleep policy to turn off when the screen is off? If so, then it will turn back on when you turn the phone on.
I think that is a setting somewhere to automatically connect to a network when it is in rage, not sure though, and that may also be the culprit...