XFCE4 Network Manager

XFCE hasn't it owns network manager.Use wicd instead (pygtk-based)

sudo apt-get install wicd

Xubuntu 10.04 comes with some GNOME applications such as the Network Manager, just tried on a fresh install:

Don't know what is used in Xubuntu 10.10, but I doubt it's much different. If you're not happy with Network Manager you can always switch to WICD as karthick87 suggested.

Xfce's own Airconfig has never lifted off and is currently unreleased, abandoned and unmaintained. As suggested in other answers, Xfce users usually use NetworkManager or Wicd.