My laptop loses connection to wifi if i unplug dongle.

Hi folks,

I have my internet dongle plugged into my laptop(ASUS) and everything is fine lan 4 is showing on the adaptors.
Here is my problem when I unplug the dongle lan 4 disappears and my connection is lost.
the WIFI light is off, when I press the Fn + F2( which is my WIFI) nothing happens the light doesn't go on.
I`ve tried using the Fn key to turn sound up/down that's fine.
Any help is greatful

Thanks in advance.

Ian