You may just want to return it for refund? After looking more into the R36, it appears that some Alfa USB WiFi adapters have trouble being recognized by it. It may possibly be the result of an R36 firmware issue. How comfortable are you in updating router firmware?
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You may instead want to invest in a another router/repeater such as this
ASUS N300, available for $40. at
TigerDirect. You should be able to use a separate high-gain external antenna if you desire. In any case, you wont need either Alfa adapters with a repeater.