First I would check that your adaptor is supported:
https://help.ubuntu.com/community/WifiDocs/WirelessCardsSupportedYou really need to know what the chipset is in the adaptor. Many different chipsets can be used by a single vendor. For example, Linksys may use any of 10 different chipsets, depending on the adaptor model.
As for the specific drivers, it depends on the chipset of your adaptor. Some are supported by the kernel, others require additional drivers which can be fairly simple with an 'sudo apt-get install <driver>'. Be sure to check the individual vendor links from the page linked above for details on a specific card.
Once you know that it is talking to your network, make sure that you secure it. Here is some information on setting up the various forms of wireless security.
http://ubuntuforums.org/showthread.php?t=318539Hope that helps or gets you going in the right direction. If you get stuck on a particular step, please post back with specifics about your wireless adaptor and the problems found.
