Google results show quite a few people successfully using that stick. There seems to be a driver in the kernel that recognizes it but results are hit and miss, possibly due to v1 vs v2 of that product. Since most of these are from last year, I suspect it just works now. Some people say that ralink's drivers work better. They have a stick that uses the same chipset as the Linksys and provide drivers that work, you just have to change the recognized IDs.
If things ever get really sticky, you can always use ndiswrapper and the manufacturer provided Windows drivers. These days very few devices outright won't work.
The best thing to do is boot up a LiveCD and see if it works without making any changes to your system!