Do a search for getting your paticular hardware to work with Ubuntu. Ubuntu by default may have a generic driver for it, but from the trouble that i've gone through I can say that most of the time it well not work.
There is a tool called ndiswrapper that allows you to use Windows drivers natively in the Linux enviornment. At the moment, it only supports XP or eariler drivers, so if your running Vista you'll need to get drivers compatiable with the eariler OSes. All you need to do to get the Windows driver installed in Linux is to locate it's .inf file. The ndiswrapper command line should already be installed, but you can go to their project site to download the latest build files to install it yourself. You can also download one file installers from Ubuntu's site if you do a search for them. You can install the driver by opening a terminal window and using:
sudo ndiswrapper -i <path to .inf file>
You must then blacklist the generic driver to tell Ubuntu you do not wish to use it. If you don't, then it won't work (even with the Windows driver loaded). Use the following command to open the blacklist configuration file in gedit:
sudo gedit /etc/modprobe.d/blacklist
Then just add new lines with "blacklist <generic driver name>" without the <>'s or ""'s and then save and reboot to verify your Windows driver is working.