WLAN hardware is often a problem on Linux. I use Kubuntu 10:04. The stick was recognized not out-of-the-box, but the driver from the manufacturer's site could be compiled without any problems.
Addendum 15.4.2011: I just read that the driver is integrated in kernel 2.6.39, then it should also run out-of-the-box. Addendum 17.8.2012: runs on Kubuntu 4.12 out-of-the-box.