Proprietary Wi-Fi dongles are generally a bad buy, since they're too expensive and there are alternatives, like power-line adapters.
For the last few years, every major manufacturer has been offering a proprietary Wi-Fi dongle to add wireless connectivity to certain HDTVs, Blu-ray players, and other home theater products. And they all cost way too much money.
Somehow, all of the manufacturers have settled on the same price--$80--for their respective Wi-Fi dongles, despite the fact that tons of PC-based USB wireless adapters are available for $10 at Newegg.com. Manufacturers can get away with the high price because they're not interoperable; Samsung's dongle doesn't work with Sony products and vice versa. If you need a Wi-Fi dongle for an LG product, you've got to buy LG's dongle--there's no competition.
In most cases, it doesn't make any sense to buy one of these dongles. For example, Sony announced pricing for its new 2011 players and the price difference between players with built-in Wi-Fi and those that are "Wi-Fi-ready" (requiring the purchase of the separate dongle) is much less than the cost of the dongle. The Sony BDP-S480 will be Wi-Fi-ready at $180 or you can step up to the BDP-S580 for just $20 more. The same kind of price differences were available among players from other manufacturers last year. Even if you don't need Wi-Fi right away, it's worth considering spending the extra $20 now rather than $80 later when you decide to move the player to another room.
Even if you're stuck with a Wi-Fi-ready Blu-ray player that now needs to connect wirelessly, it's worth considering some other alternatives. Power-line adapters are a great, generally more stable alternative, and you can find starter kits available for about the same price. You can also put together your own wireless bridge for around the same price, although that arguably involves more hassle.
We can still think of a few cases where it makes sense to buy a proprietary Blu-ray Wi-Fi dongle, but we'd still resent paying $80 for it. You're best off avoiding them if you can.