That model should work, just a newer version it seems.
Once you plug the dongle into the USB slot in the back of the Astone, you need to configure the Astone to settings that work with your wireless network, including your security key.
Don't worry about setting up a connection to your computer yet -- get a connection from the Media Player to the router. The manual should have a section on configuring correctly -- probably needs the gateway address or possibly even a static address.