When I initially tried setting up my Rovio from my Linux laptop using the Ad-Hoc method, I could not get the laptop to stay connected. So I booted a Windows partition and used a USB cable.
I now realize that it was just "finger trouble" - the network manager defaults to automatic and expects to get a DHCP lease. When that fails, as Rovio is not running a DHCP server, the connection aborts and reverts to another network.
The following worked on a system running Gnome desktop on Fedora Core 9.
Power up Rovio
Click the NetworkManager applet on the toolbar (or run nm-connection-editor). You should see a ROVIO_WOWWEE wireless network. Right-click the applet and select "Edit Connections". Select Wireless, edit ROVIO_WOWWEE. Under WIreless, set SSID = ROVIO_WOWWEE, Mode Ad-Hoc. Under Wireless Security select None. Under IPv4 Settings select Manual, then Add,then enter an address in 192.168.10/24 (Wowwee suggest 192.168.10.5) with Netmask 255.255.255.0 and Gateway 0.0.0.0. Click "Apply". DNS servers and Routes may be left blank
Close the dialogue boxes, then left-click the NetworkManager applet and select ROVIO_WOWWEE. The computer should connect and stay connected.
In a web browser such as Firefox, go to http://126.96.36.199 and follow the directions given in the user manual (click Settings, then the Network tab, and configure for your regular network. Then select your regular network in NetworkManager.)