My advice would to be to check out Back|Track.
It's a live CD (so you don't have to install anything) and it works with LOTS of wireless devices. Please check hardware compatibility before purchasing the USB adapter.
There is a TON of software on the CD. Yes, it is Linux based, but it is very Windows like. Once you get used to the different way the command prompt works (case sensitivity, file structure differences, etc) it's really not all that different.
To put it simply, there are some really cool things that just can't be done in Windows (like stuff that requires packet injection).
See
Remote-Exploit.org - Supplying offensive security products to the world for more info. Download is on the right.
You can also get a USB pen-drive version as well with a few extra goodies.
-MLFnet