USB Network adapter not working?

I recently got the Live Hub for christmas and am trying to connect to the internet for netflix - but it says tha it is too far away to get a sufficent connection: so I went and bought the D-Link DWA-125 which is on the list of compatiable devices but it will not work whatsoever. 

Anybody know if it is becuase of the firmware or if it is the adapter itself? 

I wasn’t too sure about how to set it up so I put it on my computer and got it connected to my home network first then tried to plug it in and nothing happened (the usb did not light up so there was no power to it…) 

I am very confused. 

You need to check if the Version/Revision is the same.