Solved this one myself actually. You need to have 3 files specific to your operating system. When the DWA-142 is detected, direct the New Hardware Wizard to the directory containing
Windows XP: mrvw245.cat
mrvw245.sys
netmw245.inf
Vista (32-bit): mrvw24b.cat
mrvw24b.sys
netmw24b.inf
Vista (64-bit): mrvw24c.cat
mrvw24c.sys
netmw24c.inf
The easiest way to do it (for XP and Vista32) is to first install D-link's Wireless Connection Manager (which includes the drivers), since finding an archive/installer with just the driver files is difficult. Then locate the relevant files above using Windows search and back them up to a location of your choice. Finally, uninstall the D-link utility (which will likely remove the adapter drivers as well) and reinstall the adapter using the files you copied. For Vista64, you will have to track down drivers on your own, since D-link has not posted any. I've outlined how to do this in the x64 driver thread for this adapter here on the forum.
Regardless of OS, I find the DWA-142 much more reliable without the WCM gumming up the works.
Note: I've never used 64-bit XP, so I don't know if its driver files will be different.