Right answer is to do some research before buying. I have serveral USB network adapters working for years with Zeroshell. More discussed in this thread:
Both HG20F9 (cheap chinese white USB NIC) and Belkin F5D5055 work fine, for 2 years now. I would recommend Belkin F5D5055, it is solid!
PS. You have to restart the Zeroshell machine after connecting the USB NIC. Only then will the new interfaces appear. Just in case you did not try it already.