Just because you installed the driver doesn't mean Windows will see any Wifi Network. I spend a week trying every suggestion on the web and none worked, I too had an X in the Ethernet taskbar, that was with using an Linksys Adapter. The Rosewill adapter has its own program and will see the Wifi Network if you install the Rosewill CD. (and Not just the drivers).
That's what I'm using to log-in here, a Rosewill RNX-EasyN1. Now even after your computer is able to go on the internet, and use your computer Network, does not mean that Windows will detect the Network. Microsoft specifically says that 3rd party Networks may not show up in Windows Network
It's really an irony that my TV and all my cell phones including my Laptop and iPad is able to connect to my Network but Windows can't find the Network. Therefore, it must hold true that which Microsoft said -- just because you are using a 3rd party software does not equate of Microsoft reporting the Network in the Wifi Control panel. Try installing Rosewill Program and if you lost or misplaced their CD go to their website and download their program.
And the X won't disappear, instead you will have a Rosewill icon in the taskbar showing all devices in the Network.