Comment 5 for bug 501973

After several hours of trying different methods I just found solution that worked for HP Compaq nx6310:
Just disconnect the wire. That's all.
Seems that there is a sensor in the Ethernet slot that disables wlan when a cable is present.
Because I even tried downgrading rfkill package to 0.3.x with no difference. Or similar mechanism was implemented somewhere else in Ubuntu. If so, then it should notify user about such behaviour.