WiFi adapter driver problem

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http://askubuntu.com – I just installed my first Ubuntu desktop as a dual boot with Windows 7. I had to install without internet access because my wireless wouldn't connect, it's not possible to use a wired connection. My usb WiFi adapter was bought off Ebay recently and says compatible with Linux... for it to work with Win 7 I had to install the driver provided in the Ebay listing, it's a link to download a zip file. I tried downloading the zip and copying it to Ubuntu but when I try to run Setup.exe I keep getting "An error occurred while loading the archive. Meanwhile I keep getting asked for my wireless passwo (HowTos)