I know for a fact that the Planex GW-USmicroN Adapter is being sold at Amazon.com for $20 USD (Canada, US and Europe) and it's the most widely compatible adapter aside from the original Datel Wifi Max.  I've tested it in XP, Vista, 7 and OSX and it works like a charm.

1) Install the latest beta version of xlink kai after making an account on the website.  Run the configuration and do not change anything other than checking the auto login box and entering your user name and password.  Apply then exit.

2) Install the drivers and utility for your planex GW-USmicroN, make sure to get the latest ones from the website.

* In Vista/7, you have to disable UAC

** The Vista Drivers work in Windows 7

3) Insert your Planex GW-USmicroN into a free usb port, follow the prompts and then go into your network settings and you should see the GW-USmicroN appear next to your Local Connection.  Right Click it and go to properties, click on Configuration/Advanced Tab and enable PSPKAI Mode.

4) If you don't know how to setup a static ip or portforward, go to www.portforward.com and learn how to do so with your router.  You need to forward port 30000 UDP/TCP to your IP.

5) Go into your PSP's network settings/adhoc and make sure your PSP is on channel 1.

6) Go into Monster Hunter Freedom Unite and turn your wireless switch on, join an online guild hall.  Then go into your wireless adapters utility and press "rescan", you should see your PSP, click on it then click on connect.

7) If it connects then you're good to go, start up Kai, select MHFU from the games list, make a lobby and enjoy!

Sounds complicated, but it honestly takes about 5 minutes to do.