OK I checked on here
http://www.linksysbycisco.com/US/en/support/WUSB11
(good time to grab updated drivers and/or firmware if you have a minute)
and it appears there's 4 versions of this product (version 1, version 2, version 3, version 4 - probably denote various hardware revisions).
I just downloaded the manual for version 4 (at random) and it said once you install the drivers you should have a new icon in your system tray, and by double-clicking it, it should start the wireless program. I guess that's your starting point. For more info, look in the documentation (chapter 7 if you're using the version 4 manual).