The driver for this adapter is included in the latest wheezy and raspian distros - but lets check things out. Try inserting the adapter and running the "iwconfig" command. Does it include a line that begins wlan0? If so then you are golden and good to go!
Note! The following procedure will set up the pi to connect on an open (unencrypted) access point. The procedure for associating to an encrypted access point depends on the encryption standard being used. Don't worry though - it is similar to the following procedure and documented widely on the net - just google "raspberry pi wireless WPA" or "raspberry pi wireless WPA2" to receive a wealth of information.
edit the /etc/network/interfaces file with the command "sudo nano /etc/network/interfaces"
Add the following text to the end of the file
iface wlan0 inet dhcp
Write the file out and exit nano
now reboot your pi with "sudo shutdown -r now"
When it comes up you should be connected to the access point. try "sudo ifconfig wlan0" and "sudo iwconfig" to see loads of good information about the wireless adapter's connection.