I was looking on the UK eBay for a USB dongle that is in the supported list for the WDHDTV Live. It was tricky as most of them didn’t seem to be available in the UK. However, I bought a Belkin N WiFi Wireless USB adapter F5D8053 from this chap as he mentioned in the advert that it works with this device, and he was right (well it is on the list). I plugged it in and it worked straight away with no messing around. A bargain at £7.99 with free postage.
He looks like he has 10 left at the time of writing.
Hope this helps someone.