The device support is dependent on you having a driver installed that is Certified for Windows 7. As far as I know, part of the requirement for a wireless driver to be Certified for Windows 7 it must support the Wireless Hosted Network / Virtual Wifi features
of Windows 7.
Part of the problem with this is that a "Certified for Windows Vista" driver will work perfectly on Windows 7. However, a Certified for Windows Vista driver will not support the Wireless Hosted Network / Virtual Wifi features.
I'm working on putting together a "FAQ" that will include information about the supported devices. You can view the FAQ here: