This adapter works great on my Surface RT when I take it to work (where there is no wifi): Amazon.com : BobjGear USB to RJ45 Compact Fast Ethernet Adapter made for Android Tablets; also works with Ultrabooks, Windows, Linux, Mac, ChromeOS, Android TV Sticks MK802, MK808, UG802, UG007, iMito, Favi. BobjGear One Year Adapter Limited Warranty
You'll need to download the driver, but this one uses the only chipset that's compatible with the RT.
Thanks. Very interesting. I thought it is not possible to download and install stuff onto the RT. How does this work? Just go to the driver page and install? How did you do it?