While http://www.microsoft.com/windowsxp/using/networking/expert/bowman_02april08.mspx covers the basics some 802.11g routers cost as much as wifi usb dongles or cards. I would not waste time to workarounds but return the device for the proper setup.
I have a broadband connection, cable modem hooked to my desktop. I currently have a 4-port wired router hooked up to the modem that allows me to connect both my desktop and my laptop, and share internet connection - everything works perfectly. I recently purchased an Ashton Digital WRUB-2011i Wireless USB Stick with the intention of using that to replace my wired router so that I could connect wirelessly with my laptop. I have gone through the configuration, and can get my laptop to connect to my desktop, but cannot get on the internet with my laptop when connected wirelessly to my desktop. However, my desktop can connect to the internet just fine. I suspect that the issue is a setting on my desktop - any suggestions?