See the 'Wal-Mart" post for info on this, but...
"IGN: Why will the Wi-Fi USB adapter only be available through Nintendo.com and not retailers?
Beth Llewlyn:The feeling initially was that a lot of people were either going to have a wireless router at home or would have the ability to go to a McDonald's and have access in a number of ways, so we decided to make it initially available on Nintendo.com and just see how it goes. "
Did I miss this one being officially announced?