I'm pretty sure the firmware is rt2870. I've had a lot of problems with this device in linux but i've discovered a possible solution. Obviously you probably can't connect to the internet on your installation so go ahead and download the Ubuntu 12.04 driver for that. When Ubuntu 11.04 launched they fixed the driver and this one works too. I've uploaded a copy of it here:
http://www.4shared.com/file/eCQXmC7O/rt2870.html put it on a flash drive/cd or something like that. Plug it into your computer that has linux and put the file you downloaded (rt2870.bin) into
/lib/firmware. i'm pretty sure that will work cause that is the directory i got it from. I've never heard of Zenwalk but it should be the same as all linux distros.
Good luck!