This device is NOT yet supported by the linux-wireless stack, instead try the rt2860 driver of the staging tree at linux-2.6/drivers/staging .
It's NOT supported by linux-wireless developers or mailing list. So ask for support in http://driverdev.linuxdriverproject.org/mailman/listinfo/devel or to the maintainers Greg Kroah-Hartman <email@example.com> .
this will contain the proper list
not working yet
Firmware can be obtained in the manufacturer's website, search for RT2800: http://www.ralinktech.com/ralink/Home/Support/Linux.html