I don't know anything about setting up the interface, itself. You'll probably have to find a kernel module for the device, itself. USB support being necessary is a no-brainer. I've never used Vector Linux, though.
Other than installation type stuff, the hostname of the computer is just any name you want to give it (For instance, I like to name my computers after Aphex Twin songs. So far, I have Phloam, Quoth, Ziggomatic, Ventolin, and Nannou.), the gateway (set using the `route` command) should be set to the gateway that your ISP has assigned to you. The same goes for the subnet mask and the broadcast address, both of which are set using the `ifconfig` command. Typically in Linux, to define DNS servers, there's a file named /etc/resolv.conf, in which you'd have an individual line for every DNS you're using, with the format being "nameserver DNS_IP".
Hmm. I hope this helps, some.