Usually you can click on the picture of the park bench and then have the option to change the network. If you can't, then you can use the group policy editor to change things. You will also be able to change the default behavior - it sounds like you might have accidentally picked public and then picked the box that says don't ask again.
Click the orb, then type gpedit.msc. Under local computer policies -> computer config -> windows settings -> security settings -> network list manager policies, you'll find your network, unidentified networks, identifying networks, and all networks. If you double click on your network, go to the network location and change it to private. Then, go to all networks and make sure that all of the settings are set to "not configured". That should fix your problem.
This can also be caused by not having a default gateway. For example, if you have two computers (or a computer and another device) connected via ethernet, and you don't give the Windows 7 computer a default gateway, by default it will be a public network. If you edit your IP settings and enter a default gateway (use the other computer/device's IP address), the network type will change and you can pick the one you want.