If the wireless adapter is supported by Linux, Network Manager should show up in
the task bar. Right-click on it and select "edit connections." You'll see a
list of all the wireless networks available in your neighbourhood. Select
yours, and from there, it's just a matter if putting in the parameters to match
the router. Typically, that means selecting wpa and entering the password.

I have a D-Link DWL-G510 and "it just works," I've never had to load drivers.
It cost me $25 Canadian. It takes a minute or so to get online using a live CD,
once you know where to click.

If the wireless adapter is not supported by Linux, you will have to use
NDISWRAPPER. Go to the Ubuntu Forums and search for the brand and model of
wireless adapter and you will probably find step-by-step instructions. It's a
major PITA.