Use this website :http://www.linuxwireless.co.uk/to search for the wireless...
Use this website :
to search for the wireless adapter you have by make and model number to see if it's compatible.
It's quite likely it is possible to use with Linux and simply needs either some firmware (Used by the driver to make the device work) Or a driver from the device's chipset manufacturer.
Now if you find your device listed on linuxwireless.co.uk, click on the link describing information about the adapter and note down the name of the driver listed there.
Then you can search the wiki or forum of the distribution you use, for a guide on how to use said noted driver with your wireless adapter.
Most Linux distributions (Mandriva, Fedora, Ubuntu) Have both a wiki and a forum with guides and help for wireless networking. Search them or ask and you'll find more specific help from experienced users.
The easiest way I know for certain to try your adapter is to plug it in to the computer and boot a Mandriva One live cd. Next use Mandriva's control centre to make the wireless connection. It should be as easy as that if your device is supported under Linux. No need to install unless you want to.