SOLUTION FOR THOSE STILL HAVING ISSUE OF NOT SEEING THE WIRELESS OPTION: (with supported device)
I personally ran into this issue and it was fixed up upgrading by first connecting your WDTV Live Hub to the internet via LAN RJ45 wired connection.
The fact that you dont see any option for wireless on a (supported device) is because you need to upgrade your WDTV Live Hub to Version 2.08.13. Not sure when this update came out but this is how I was able to fix it.
So basically, you have to connect it to the internet via wired connection and upgrade before you can access wireless. I am using [Netgear WNA1100] . It is a pretty decent adapter and its cheap at $35 USD. I got it from walmart :).
Supported devices: ( http://wdc.custhelp.com/app/answers/detail/a_id/5688))
Hope this helps!
Sam
