Edit: This answer doesn't answer the question, only helped figure out what the question was. I'll delete it when the comments are no longer helpful.
It looks like your hardware might have been detected automatically, so that's good.
I would skip that whole dialog box you found. That's the administration panel and chances are you don't need to make any changes at all in there. If you needed special paramaters such as setting your own IP addresses that would be the place to do it, but usually all you need to get connected are the basic user-controls.
You can find a menu in the top right of the screen (two arrows it looks like in your case). That menu should show list of available networks, wired, wireless, bluetooth, usb or otherwise. When you select a secured wireless network from the list it scanned, you should be prompted for the password.