The manual provided is pretty straight forward but both the manual and drivers provided were written before Windows XP Service Pack 2 so here is how to get the drivers working.

Service Pack 1

Do as the drivers say and disable windows thing by un checking it in the properties of the wireless card.

Service Pack 2

Run Computer Management (Windows key + R, type in compmgmt.msc and click OK)

Select 'Services and Applications'
Below that click 'Services'
On the right hand side look for 'Wireless Zero Configuration'
Double click it

Select the startup type as 'Disabled'
Click OK.

This can be done before or after the drivers are installed it should not matter. If Wireless Zero Configuration is running the drivers provided will always say 'data error, check WEP settings' in the tool tip when hovering over the taskbar when you associate to any access point.

Nothing else should be needed, the drivers and NetStumbler should work normally.