This is really a late post on this: I've been through this with linux: It's probably that the distro didn't support certain very common wireless cards' or usb stubs' chipsets at that time.
If the chip on the device was in anyway supported, it probably required ndiswrapper (a linux "wrapper" linux is software which allows using a device's Windows driver in place of a non-existent linux driver). Support likely improved in later distros with improved manufacturer cooperation.
Given these past hassles, I always prefer powerline devices or ethernet instead--generally, wired nics and cards are supported very well in linux.