After a huge amount of trouble I got my Nintendo Wifi USB adapter to work, but it quit working soon after. That was a couple of years ago, and I've given up on it now, Nintendo couldn't help me at all. Nintendo Wifi help website: no help, tech support: no help. I did everything they told me to try to no avail, and I finally got frustrated enough to just give up. I think it works for most people but an unfortunate few like me can't get it to work.
I did find out that anti-virus software like McAfee or Norton sometimes actually has to be turned OFF for the adapter to work properly. That was the clencher for me just giving up on it. And I really wanted Wifi to work too (couldn't wait to trade Pokemon), but your best route is probably to get a wireless router as I think the Wifi USB adapter is utter crap.