Looks identical to a USB pen-drive but has a wireless chip inside it. Connects to a USB port. The driver is supplied with it.
It doesn't have to be made by Belkin, in fact the best ones in my opinion are made by Netgear
Just make sure it's supported wireless standards include 802.11g (it will tell you on the box).
Read the driver instructions carefully.
Do not plug the adapter in first!
Start installing the driver first, then plug the adapter in when you see the prompt on screen.
If you don't strictly follow that sequence the adapter won't work.