Despite being described as Raspberry PI compatible the dongle is not recognised by the latest Raspbian, and the supplied CD only has compile-yourself linux kernel drivers that don't have a RPI target defined.
After a lot of experrimenting I managed to get the dongle to work with 3rd party drivers from the raspberrypi dot org forums (look for topic 462982). While these do the job, whenever a new kernel comes out you'll need to reconnect your pi with wired ethernet and install an updated kernel module from the website (assuming one is available).
All in all, the few pounds saved compared to a similar but officially supported dongle from thepihut are not worth all the hassle.
Not working with a PI 2 - I expect I could get it working with elite linux skills which I don't have, but thats why I bought one that states its for a PI - back to ethernet whilst I think about it