The Linksys WMP54G, a wireless adapter that I bought after much (but apparently insufficient) research, is essentially not very Linux friendly after all. The card is detected by Linux as the following:
00:0c.0 Network controller: RaLink RT2561/RT61 802.11g PCI
Ralink have open sourced their drivers and is said to be actively maintained by the Linux community. However, while the card is detected fine in Linux and basic access is possible, trying to implement any form of security - WEP, WPA or WPA2 - is a futile effort. While WPA2 is apparently still not supported out of the box in current Linux distros (nor is it in Windows XP from what I can tell), there are a few guides on getting this done. However, most of these guides clearly state that the Ralink chipset is not supported :( Other solutions involve recompiling the kernel, compiling drivers and other tasks that are best left for people with more time than I.
For the time being, I've just set up a bunch of MAC filters to prevent unauthorised access. But besides that the network is completely open :(
No problems setting up WPA on the windows box though :| However, because I can't enable WPA on my Linux box, I can't use it ...
Ah, the joys of Linux. I think I'll just wait this one out until a kernel update fixes it.