If you are at least a tech savvy, you can make the connection for about 40 dollars. Pick up a Buffalo modem from Circuit City. Download the DD-WRT firmware. Configure it as a Client Bridge, and you now have a 4 port "gaming" adapter. I just did this over the weekend, and I have XBox Live up and running. I am waiting for DoD to be available to me. It isn't really that difficult to do if you have patience. I have never worked with flashing new firmware, but this was fairly easy.
The US Robotics USB Adapter won't work because the USB Port on the HR20-700 is not active for wireless connections. You need a wired connection, which is why you need a gaming adapter or a wireless bridge. I did the conversion listed above because I didn't want to spend $100 on an XBox 360 wireless adapter and/or 75 for a gaming adapter. I can plug 4 devices into this bridge via ethernet cables, and the device can be moved to just about anywhere in my house.