From bitter personal experience with a reluctant USB adapter I learnt that the install sequence is critical ! I would be inclined to uninstall all the associated drivers and re-install it with the install guide held in the other hand. You should also go to the maker's web-site and make sure you have the Win 7 drivers, I have known 'Windows 7 ready' dongles to ship without the Win 7 drivers, although that should not be a problem by this time.
When you had the adapter installed, did you put in the router security code when you first tried to connect ? If you use WPA2, or even WEP, security (and you should) you need to enter the access code before the adapter will talk to the router. If you didn't, click on the wedge shaped signal strength meter at the right hand end of your task bar, then click on the entry for your router in the list of available connections.. If the box that pops up says 'Connect' you are not connected. Click the little box that says 'Connect automatically' then click on 'Connect'. It will now ask you for the security code, with a box for you to enter it in.
If you are in fact connected to the router - the box will say 'Disconnect?' instead of 'Connect' - then try re-booting the router. Switch it off, wait a mininum of 30 seconds, and switch it on again. This solves a lot of connection problems !
If this doesn't get you back on-line, post back with the make and model of both your adapter and router.