Personally, I would get one of these click here= I have one which has worked faultlessly with Windows 98SE, 2000, XP Home, XP Pro, Vista, Mac OSX and Linux. However, when installing in Windows, I would strongly recommend installing it with "drivers only", not the Belkin wireless networking software, and use Windows' Wireless Zero Configuration (XP) or WLAN AutoConfig (Vista) to manage the wireless networking.
Once installed, you will have a "Wireless Network Connection" in the Network Connections folder. Assuming you're using XP, right click it and select "View Available Wireless Networks", highlight the one with the SSID (network name) that matches your router and select the option to "Connect". You'll be prompted to enter any WEP/WPA key if you have encryption set up in the router and should then be connected to the router and online.