If you refear to WD TV Live (because all are HD media players even WD TV mini) u must connect bought with an enthernet cable(cross over) for direct connection with seam network IP and network mask. Or U can try to connect the My book world to a wireless router or acces point and then with a dongle USB Wireless card to connect the WD TV.
U can not put a network interface on USB to WD my book.
This are the only way.
