Do the connector on the antenna and the connector on the Linksys box match? Linksys' larger boxes use a TNC-R connector, which has the center connector reversed; the antenna end has the female pin rather than a male pin. It's possible that the USR box uses a standard connector, and your antenna won't really be connected...
You're NOT going to get "excess radio waves" from this device. It produces less than one watt of RF power, GUARANTEED. The biggest issues you may face are poor performance (see above) and the (slight) potential that a bad antenna would cause the device to eventually fail.