In Mageia, not all packages from non-free repo are installed by default. One of them is ralink-firmware. In Mageia 2, various ralink wireless firmwares are separated in many packages like rt61-, rt2860-, rt2870-, rt3090-, rt73-. Now they are bundled in one package.
If you connect external wireless hardware that uses those rt chipsets family, you have to install this package. Please examine your syslog for the error in loading the driver such as this:
Dec 24 18:54:00 localhost kernel: ieee80211 phy1: rt2x00lib_request_firmware: Info - Loading firmware file 'rt2870.bin'
Dec 24 18:54:00 localhost kernel: ieee80211 phy1: rt2x00lib_request_firmware: Error - Failed to request Firmware
Install the firmware by issuing :
urpmi ralink-firmware
or you can use rpmdrake GUI for that.
Cheers.