I have been trying to get my AWUS036NHA card into mode master. Here is the output I receive.

root@bt:/lib/modules/2.6.39.4# iwconfig wlan0 mode master
Error for wireless request "Set Mode" (8B06) :
SET failed on device wlan0 ; No such device.

It uses What am I doing wrong? Here is my lsusb output

root@bt:/lib/modules/2.6.39.4# lsmod | grep ath
ath9k_htc 48225 0
ath9k_common 2466 1 ath9k_htc
ath9k_hw 305324 2 ath9k_htc,ath9k_common
ath 13577 2 ath9k_htc,ath9k_hw
mac80211 255996 1 ath9k_htc
cfg80211 153414 3 ath9k_htc,ath,mac80211

Can this card do Master Mode?

From the output of iwconfig, it appears that you don't have the right interface name (wlan0). I notice the hardware is using the Atheros modules; perhaps the interface name is ath0?

Running "iwconfig" without any options will show you the list of available wireless interfaces, that will give you the name you're looking for.

I am running this over VMware Player, so that might change the name. But it is definitely the Atheros card.