I just received my Linksys Wireless-G Broadband Router, WRT54GL and my Zonet Wireless 802.11g USB 2.0 adapter yesterday. It took me about 10 minutes to set it up. I did not have any problems.
I did have to right click on the wireless network connection icon that appeared down in the tray at the bottom right of the screen and click on view available wireless networks. Another window opened showing six different network connections. I chose the Linksys network. I also went to the Windows Control Panel, clicked on network connections, and disabled the local area connection because I am no longer hardwired to the ethernet connection on the rear panel of my pc. Worked like a charm.
The Linksys WRT54GL is the router. Do you mean it was not able to connect to a cable modem or DSL modem? Did you connect the ethernet cable that comes with the router to your modem?
EDIT - UPDATE - MS Windows thought I had two ethernet connections - one wireless connection and one hard wired connection (rear panel of motherboard). I wound up going into BIOS on start-up and disabling the motherboard ethernet connection. Windows is happy now! All is well.