there must be a security profile selected, there are 3 of them: two for known networks and one default. Nothing happens if I select default.
Your connect list must contain your 2 known networks, each with their own correct security profile.
See : http://forum.mikrotik.com/t/travel-router/144678/1
The list will be scanned top to bottom, and the first one that maches will be used, and the scan will stop.
The wireless interface itself should not have a SSID specified AFAIK. Not sure if the connect list would overrule the interface setting if SSID was specified.
(Needed to remove it at some point before)