Sometimes I can connect to a network, other times I cannot connect to the very same network. It has happened in five different locations around the US, trying to connect to different networks. I'm running 32-bit Windows 7 on a Dell Latitude. Sometimes all that happens is the light flashing and USB connection sound described above. Sometimes I connect - that is, the blue light stays steady, the little red 'X' on the system tray icon goes away, and I can select a network by using the utility.
When I plug the antenna into the USB port, the power light flashes on and off five times and the computer makes the 'USB connection' sound. The antenna came with a disc that loads Realtek's 'RTL 8187 Wireless LAN Utility' with Windows startup. I purchased a USB Wi-Fi antenna because I'm working far away from the nearest router.
