Does RISCOS support WiFi at all?
On boot, I get a message about it trying to connect via Ethernet, but nothing about WiFi? Is the problem that it doesn't support my Wifi dongle or is it that it doesn't support WiFi at all?
For a desktop computer (such as a RPi with RISC OS) WiFi does not make any since. Use Ethernet instead, like you would with any desktop computer, it works quite well.
It's totally the other way around IMO.