Do you know for certain that your device works with the driver? If so:
Firmware
Some devices also need additional firmware. Unfortunately, the method needed to extract the firwmware and install it, depends on the device. Some require you to download a copy of the Windows driver and use tools to extract the firmware. Google will help you here.
Changed Vendor & Product IDs
Sometimes vendors change the vendor and product ID, which is the method drivers use to recognise compatible devices.
These IDs are hard-coded in the driver. Fortunately, modern device drivers have a method to temporarily add vendor and product Ids at runtime.
Use lsusb to get the IDs of your device:
# lsusb
Bus 002 Device 001: ID 1234:abcd Acme Corp DVB Tuner
Unplug your device and unload the driver (to get a fresh starting point):
# rmmod acme_dvb
Next, load your driver:
# modprobe acme_dvb
Finally, tell the driver about the new USB IDs:
# echo 1234 abcd > sys/bus/usb/drivers/acme_dvb/new_id
Note that the exact path may vary.
Plug your device in and check if it's been recognised:
# dmesg
If this works, the right thing to do would report it as a bug against the driver so that hopefully the maitainer will add the new IDs.