What do you mean 'no downloading'?
Basically, all you have to do is put the card in. Depending on your operating system, you may or may not need to install a driver. However, if needed, the driver is usually included on a disk that comes with the device.
-=EDIT=-
If you buy that particular one, there's a link on the page for the driver download if needed. That's just an example though, you don't have to buy that particular one. If there's a computer shop near you, they usually carry something like this.