It's worth asking the question: do you really need wireless?
Most modern motherboards come with ethernet (wired networking) built-in, so you should already have access to that. It may seem inconvenient to run a long wire, but wired networking is immune to RF interference and other issues that can plague wireless setups, and it's typically faster than wireless. If your desktop will mostly stay in the same place, it's worthwhile to go with a wired solution.
But let's assume you really want wireless, whatever the reasoning. The question now falls to: what kind? PCI or USB?
Consider your usage. If this is to be a permanent part of the PC, either because no wired connection is available or because the PC is frequently moved, get a PCI adapter. (Make sure that your system has a free PCI slot!) But go for a USB model if this PC normally uses a wired connection but every once in a while gets moved and needs wireless.
Now, the Belkin adapter you linked in the question has an internal antenna, which makes it nice and small, but limits the adapter's range and power. Unless size is a big factor, look for something with an external antenna -- preferably a replacable one, so that you can swap out for a high-gain antenna if the need arises. Here's an example USB model and PCI model that use replacable antennas. (Note: I'm not recommending these products, just using them to illustrate the feature.)
Finally, consider what other wireless devices you'll be connecting to. Make sure the standards match -- don't buy an 802.11a adapter if your router is 802.11g (and vice-versa).
My personal recommendation is to stay away from Belkin products. Beyond that, someone else will have to chime in with a specific recommendation. Good hunting!