First of all if your xbox 360 has not got the software update install the disc that came with the adapter and follow the steps until the update is done. Then attach the adaptor itself to back of the...
Yes, they are not regular adaptors but you can get them relatively cheap on eBay. If you have the new Xbox 360 S, you dont need any wireless adapter because its already built-in.
Yes but it has to be one that the has the firmware built into it rather then one where drivers must be installed. Gaming adapters work good for this however they run around $99.00 USD and up.