First of all, is your Compaq Presario a laptop or desktop? If you're using a desktop, you should be able to just hook up an ethernet cable to your router with no issues. If you're using a laptop, well, since you're using a USB wireless adapter I'm guessing that it doesn't have an internal network card.
One possible scenario is that your adapter doesn't support your WiFi's encryption. May you specify what your encryption is? (WEP, WPA2, etc.)