There should not be any wizard involved. Assuming that you installed the adapter with only its driver and not the software (ie. NOT installed with the product CD interface), just single-click on the WLAN icon in the Notification Area, refresh the network list that appears, choose your SSID and click Connect. Enter your WPA-PSK (which you should be using) in both boxes - ideally by pasting it from a text file to avoid errors - and click Connect again. Job done.