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Proprietary in this case, means the drivers for the hardware are copyright protected. This makes it hard for the good willing Linux community members, to develop hardware drivers for a device that has no Linux support. Therefore we have several devices that need a driver. They will never get one unless the manufacturer decides to either change the rights on the driver and make it open source or develop a Linux driver.
If the device is really popular, then members of the Linux community will generally reverse engineer the windows driver to create a Linux driver.
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Why Is This A Problem With Network Devices?
This is a particular problem with network devices. Everybody uses this device and there must be hundreds of thousands devices out there. Most of which don't have Linux support natively. For others, there's a driver for the chip set made by Realtek, Marvell, Atheros and there are other chip set manufacturers. Which have an open sourced driver or have Linux proprietary drivers. There is another solution called ndiswrapper, this enables Linux users to run the Windows drivers under Linux, to use their device.
Using ndiswrapper how ever is not always the best option. Sometimes drivers are not developed well and this causes ndiswrapper to crash.
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How Do I Find Out If My Device Is Supported?
You can use Google.com to find a "How To" for your specific network device. In order to do this, it's best to search for your chip set. You can find out what chip set is in your box by running this linux command:
lshw -class network
product: RTL8101E/RTL8102E PCI Express Fast Ethernet controller
vendor: Realtek Semiconductor Co., Ltd.
These lines tell us everything we need to know. If you are buying a new device there are several online sources to find out if your device is supported. Below is the link to show you which ones I use.