Exeng: You need to pick the right wlan interface (read: right chipset that is suppoted by the Linux kernel) in order to get the WLAN to work. Som manufacturers are quite sloppy with their drivers and don'twant to share th code cause of FCC issues. But it's doable. What's more, you ca set up a Windows virtual machine and launch it under Xen or Qemu (latest Fedora Coer 8 ha builtin virtual machine software with both Xen and Qemu options), you can get it to set up your existing real Windows partition as a VM and run the WLAN through that. I have no tried that myelf but why no give it a try. I made USB WLAN work under Linux after 2 days of painful hacking, and it was not quite stable (connection died every few hours and needed a reboot...) only to find out it was not the right chipset.
If you are interested, I can dig up the lists of working WLAN brands/chipsets an PM it to you as time permits.