Linksys wireless card, eh? Are you sure this card is supported? I know that most Linksys cards aren't, you better take a look at it first.
This site is a good start if you know exactly what is your card model :
(otherwise, google is your best friend).
Once you are sure that your card can work, you need to install the correct driver. Wireless is pretty new, so there is no standard way. If you are lucky, your card driver will be already in kernel and will work out of box. If it is not the case, well... the fun begin. Depending which card you have, you might need to download/install a package, or to compile a drivers from source. I can't really help you since I have no idea what is your card and so what driver you need. The page I gave you is a good start, it covers almost all existing drivers.
Then, you need to install wireless-tools, if it isn't already installed. To find this out, just type "iwconfig" as root. If you get "command not found" then too bad, you need to install it.
I don't know Ubuntu, so I can't tell you how to install something but I'm sure you know it already
Then, you should be able to list/perform operation on your card. Typing "iwconfig" alone should list your card info. You can use iwconfig to change your "essid" name (your wireless network name if you prefer) if your card can't find the access point by itself. If you are using a WEP key, you will also need to set this typing something like : "iwconfig your_interface key your_key".
I highly suggest you to read the man page about iwconfig for a list of options (type : man iwconfig).
Sorry if all this seems so unclear, wireless on linux is in a pretty beta stage right now, there is no standard way nor easy step-by-step instructions. Wired networks are really easier to set-up.