Assuming that you have...
1) Not enabled WPA yet (keep it off for now).
2) That you are running a good quality 3rd party software firewall instead of the Windows Firewall.
3) That you have set a unique SSID in the router config.
Double-click on your WLAN icon in the Notification Area. On the new screen, select "Refresh Network List". Does yours appear?
Crucial to this is whether you are running that adapter in software-controlled mode or driver-only (Windows controlled). You say that you have "loaded the hardware" but not how it was installed.