I have the same adapter as you do, only I use Fedora instead of Mandrake. In all cases however I think this adapter is not supported in Linux at all. When you look at:
http://www.linux-wlan.org/docs/wlan_adapters.html.gz
you will see a list of all adapters and their support under Linux. Only a few are supported, and this one is not among them.
Also the website from Linksys itself doesn't state any Linux support for this adapter, though are adapters do.
So I think we shall have to be very patient, or by an adapter that is supported.