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Crunchbang Linux has network-manager-gnome and network-manager-gnome installed (what do each of these do?) with nm-applet providing the clickable icon in the bottom right corner of the screen.
It may be possible to use alternative network managers, such as:
(machinebacon) I'd prefer a set of instructions rather than a link to a forum post of 2009.
(johnraff) agreed, The forum post is now out of date. [OBSOLETE]