Is there any chance that WD increases the number of the Wi Fi usb dongles compability list ?
Considering the Live and Live+ have been out of production for several years now any further updates are not likely. If you want to stay with your box then I would recommend either running cat5 cable or as an alternative take an old/inexpensive wireless router and configure it as an access point/bridge and plug the WDTV into it via a short cat5 cord.
Quite a few USB wireless adapters not on the WD approved list work fine with the WD units. For example, here is one that I bought and it works great in my Live Plus. What makes it work is the chip inside; one that is also in some of the adapters on the WD list.
http://www.newegg.com/Product/Product.aspx?Item=N82E16833139023