The Alfa AWUS036NHA uses the Atheros AR9271 chipset and does not support Linux directly. There is an open source driver available for Linux use.
http://linuxwireless.org/en/users/Drivers/ath
Please note we post this link as an informational resource only and are not currently able to provide support for this open source information or for installing or using AWUS036NHA in Linux.
Update 10/31: Alfa Network, Inc, has posted this useful how-to on their blog.