Currently, as of Jan 2011, there is no setup wizard for the Linux operating system. The stick shares perfectly fine with linux, but to setup the wifi on the stick if you have no windows or mac available, can be a little tricky. To do so, please open a support ticket at http://support.hsti.com and a tech support person will help you out.
Or, you can try to follow the directions in the guide, found here --> http://hsti.com/redirect.php?id=linuxguide
Thanks!
UPDATE! Thanks to forum member 'net' there is now the beginning of a linux setup wizard. Of course, HSTi at this time can't fully support it, but here it is -> https://github.com/SubOptimal/WMS-Setup