As far as trillian and winamp, Gaim or now it's called "Pidgin" for instant messaging and Amarok for music are great replacements. Actually I use Gaim on my windows installation instead of trillian which used to be my main IM program, but give it a shot! Both apps are packaged in slackware. Using native linux applications is a MUCH higher recommended option.
As for the wireless device... possibly! The linux kernel does come with support for USB network adapters, which is good!
I'll speculate that your device will, if at all, most likely be supported by the "Multi-purpose USB Networking Framework" driver.
Code:
< > USB CATC NetMate-based Ethernet device support (EXPERIMENTAL)
< > USB KLSI KL5USB101-based ethernet device support
< > USB Pegasus/Pegasus-II based ethernet device support
< > USB RTL8150 based ethernet device support (EXPERIMENTAL)
< > Multi-purpose USB Networking Framework
< > ASIX AX88xxx Based USB 2.0 Ethernet Adapters (NEW)
--- CDC Ethernet support (smart devices such as cable modems)
< > GeneSys GL620USB-A based cables (NEW)
< > NetChip 1080 based cables (Laplink, ...) (NEW)
< > Prolific PL-2301/2302 based cables (NEW)
< > Host for RNDIS devices (EXPERIMENTAL) (NEW)
< > Simple USB Network Links (CDC Ethernet subset) (NEW)
< > Sharp Zaurus (stock ROMs) and compatible (NEW)
The way this driver is included into the kernel:
1. Compile it into the kernel (not the likely option for new users)
2. Load the corresponding kernel module (pretty straight forward, just 1 command)
But the only sure way is to actually try it =) I use a PCI wireless card myself and it's quite transparent ...once you have it setup heh.
Also a word on the games, when you run games in wine there are usually considerable performance penalties, especially on older hardware.
Lastly, (rest of you, please don't throw stuff at me!) if it feels like you are banging your head against the wall with slackware (good times!) consider trying a distribution called Ubuntu it takes the edge off the installation process and hardware support, and then you can graduate to slackware!
And you have plenty of people rooting (no pun intended) for you here!