Here is a wiki styled howto by someone who installed the same device on their Debian maching.
Double check however with lspci -v and lspci -n and what controller the device uses and what the unique number is for it.
On my system, the lspci -v section of interest looks like this:
03:0a.0 Network controller: Broadcom Corporation BCM4306 802.11b/g Wireless LAN Controller (rev 03)
Subsystem: Linksys Unknown device 0015
Flags: bus master, fast devsel, latency 32, IRQ 225
Memory at fddfc000 (32-bit, non-prefetchable) [size=8K]
Then looking at the corresponding line from "/sbin/lspci -n":
/sbin/lspci -n | grep 03:0a\.0
03:0a.0 Class 0280: 14e4:4320 (rev 03)
That 14e4:4320 code uniquely identifies the manufacturer and the controller chip. You may need it when searching through an Hardware Compatibility List.
Now check out your device at the ndiswrapper wiki. Using the recommended windows driver may help also.