In the house I have an Actiontec PK5000 DSL modem/router/wireless box. I do not by any means love this thing, but it does play out of the box with Qwest DSL (I have their 7mbit "gold" service, which would not work with my faithful Cisco 678). Among other complaints about the Actiontec, it has NO technical manual of any kind, so it is not the product for the technical savvy.
Out in the shop, I have a desktop machine and I am trying to use a USB wireless adapter to pick up the signal from the house. The distance is almost exactly 100 feet, but that is through a masonary house wall and two stucco (and chicken wire) walls to get to the far end of the garage. The signal is marginal, so I am playing around trying to get things to work.
The antenna connector is indeed an SMA, but if you want to buy a pigtail there are some details to get straight. First off a SMA male connector has threads on the inside and screws onto something that has threads on the outside. Apparently it is called male because the "normal" SMA male would also have a pin inside. However, if it has threads on the inside, but no pin, it is called a RP-SMA Male (Reverse Polarity SMA Male). A Reverse Polarity SMA Male connector is exactly what you want to mate to the connector on the Rosewill RNX-G1 (and most access points and a lot of other wireless network gear).
Inside the RNX-G1 is a Realtek 8187 chip. The linux driver supports the 8180, the 8185, and the 8187 (which also has a "B" version). The NetGear WG111 also uses this chip.
There are high powered USB dongles out there if you look for them. One was called the "Afoundry High Powered 500mW USB 2.0 Dongle", but I cannot find it for sale anymore.
Many people have made antennas out of pringles cans (although as waveguides the dimensions are not ideal, larger metal cans perform better, and are refered to as "cantennas". Many other exotic and inteesting designs are possible, very good highly directional antennas can be rigged up using surplus satellite dishes. Simple dishes in the form of pie plates, strainers and woks from dollar stores have been put to use. Many things are possible.
My first efforts towards making a cantenna were thwarted by using the wrong connector. I dug through my piles of electronis junk and found what I thought was a "type N" connector, but in reality it was a PL-259 connector. This was unfortunate because the old PL-259 performs poorly at frequencies above 300 Mhz (and 802.11g wireless is 2.5 gHz).
the Orinoco has provision for an external antenna via a tiny connector hidden beneath a plastic circular plug at the end of the card. If you want to fiddle with this, you will want a pigtail with the proper connector which is called wither a "MC connector" or the "Proprietary Orinoco Connector". Take a look at: