I think that is the same wireless bridge I bought. No, it doesn't work right out of the box. You'll need to connect it directly to your current router and go through the setup so it can connect to your main network.
The only thing I have problems with using this bridge is if I go out to the smoker and turn the Stoker off while I have the smoker opened up. For some reason, when I turn the Stoker back on, the wireless bridge never is able to connect back with my main network. If I just remember to use Stokerlog to set the target temp to 35 when I'm heading out to the smoker, I have no problems with the connection.
But the wireless bridge is great (I used to just use another wireless router, but then I could only be connected to that network and not still be on my main network). So now I can send text messages to myself so I know my probe temps when I'm not at home.