Wireless needs to be set up. First check that it has the proper driver. I
type: sudo lshw -C network in a terminal (you can leave out sudo & get an
error message that you can ignore) and see if the card is detected properly.
I am assuming it is properly detected and is available for use. Then go to
Setting, System Settings, Networking and Connectivity, Network Connections.
You can also right-click on the network icon in the system tray/
notification area and choose Network Management Settings. Click on Wireless
tab and Add. You will have to enter the SSID and your wireless security.
Click on connect automatically if that is your wish. Thereafter you should
be able to manage it from the system tray.

If you do not have a driver you can install one in System, Additional
drivers or the worst case scenario is to install one manually. I do not have
that adapter so cannot comment on it specifically.

See: https://help.ubuntu.com/community/WifiDocs/WirelessTroubleShootingGuide
https://help.ubuntu.com/community/WifiDocs/WiFiHowTo

Installing wireless in Kubuntu is not much different than in Ubuntu. Things
are just in different places and called different names. If the wireless
driver works in one it will work in the other. It is related more to the
kernel than anything else.

in KDE under network it does show the wireless router port I connect to
and use in Ubuntu 10.10. In Ubuntu to get the D-Link DWA-125 wireless
adapter configured I run a shell file with this contains:

#!/bin/sh

echo 'install rt2870sta modprobe --ignore-install rt2870sta ; /bin/echo
"07d1 3c16" > /sys/bus/usb/drivers/rt2870/new_id' | sudo tee
/etc/modprobe.d/rt2870sta.conf
sudo modprobe rt2870sta
sudo cp 10-d_link.rules /etc/udev/rules.d/
sudo service udev reload

The "10-d_link.rules" file contains this:
# UDEV-Rule for D-LINK DWA-125N ID 07D1 :3C16 SUBSYSTEM=="usb",
SYSFS{idVendor}=="07d1", SYSFS{idProduct}=="3c16", RUN+="/sbin/modprobe
rt2870sta"
which gets copied to directory /etc/udev/rules.d/

The activity LED on the wireless adapter blinks occasionally. In Ubuntu
almost all the time. In Ubuntu it does not blink at all until the config
shell file ran. All this tells me that I'm close but no cigar.

Also, how do I get the speakers to at least put out some kind of sound when
the test button is clicked?

I do not do it the CLI way. I do not need to change
ports or anything. I just use the default.

Do your speakers play anything? KDE uses a different sound system on the
front end than Ubuntu. Tou can change the settings in System settings,
Hardware, Multimedia and click on Phonon. You change the Backend from
Gstreamer to something else, but you may need to install whatever you have
in mind first, say Xine. Then you can switch between them in the settings.
You can also play with the sound card under the Speaker Settings tab. You
can test the sound on the Device Preference tab.

Before doing anything, though, check the mixer and make sure the sliders are
up and not muted. You might want to write down changes that you make so that
you can reverse things if need be.

I have not had any sound problems with Kubuntu (touch wood) other than
having it muted and not realising it. I have had problems with PA in the
past, but Kubuntu seems to have dealt with that for most sound cards. I am
sure there are still some hardware that is having fits with it because I
keep hearing from people, especially on older versions of Kubuntu.

It is Canada Day and I won't be around much this weekend to help out
unfortunately. I hope someone else will pitch in.