Ops, sorry, you have to create it if you don't already have it! In xterm, as root:

"touch /etc/apt/preferences"
"leafpad /etc/apt/preferences"

Btw, I've emailed Wifi Switcher author, when I will have time (work is killing me these days T_T) I will send him my patches: if he will include them in the main package you won't be required to pin it anymore.