Hi Mark, I'm probably too late to help you, but in case anyone else may have the same issue -
I recently bought this adapter from MicroCenter on clearance, and it didn't come with a CD.
3d0g was right, this seems to be a re-branded Realtek product (no idea how he knew that!) Using the link provided by Lexdlar (thanks!) I tried the RTL8188 "SU" driver, didn't work. The one that did work for me was RTL8188 "CUS". There's also one called RTL8188 "RU" - I think it's a matter of seeing which one works for your exact product by trial and error.
The "CUS" subseries is what did it for me though. If it's not on the link provided above by Lexdlar, try the search feature on the left panel, and type in RTL8188, and then search for the "CUS" subseries "autoinstall" driver for your version of windows.