The network icon in the system tray for Windows Vista has definitely been improved, but there's still some room to grow. As is, when you hover over the icon, a small, graphical tooltip is displayed showing the active connections. When you click the icon, you get the same thing with two additional links: Connect or disconnect and Network and Sharing Center. I like this view, but I hate the fact that I have to click "Connect or disconnect...", select the desired network, click disconnect, wait for the actual disconnect, and finally close that window. I hate all that. I just want to click a disconnect icon from the tooltip.
I will say that there is a context menu on the icon. So, you can simply go to Disconnect from > [desired network]. Out of habit, I never use this. For some reason, I seem to like the graphical tooltip more. Either way, I think the functionality should be in both places.