<<<< Network connections show it as "not connected". >>>>
This is simply indicating that the Wireless Network Adapter isn't connected to a wireless network or other wireless device. Use the adapter's software to scan for "Available Wireless Networks", select the one you want to connect to and click the Connect button.
I don't know what a "Soundbridge Homemusic" wireless player is, but you may have to set up an "Ad Hoc" wireless network between it and the PC. This is a network in which the two devices communicate directly, rather than via a Wireless Access Point as is the case when using a Router.