I just went out and bought one of these and it's working just fine for me (in Ubuntu, but I'm sure Windows will be fine too, if not better). I was disappointed, though. From looking at it, you might think that only the black part sticks out of the USB port, but actually twice that does. I wasn't happy about that, but it works so I'm happy enough.

I just saw this story so maybe you want to wait for that one. It's less expensive, supposedly.