Ok, the problem is that the Amazon seller scammed you. It's not an FTDI adapter, it's using a different brand of chip, Prolific. Probably it's the PL2303. I was wondering why the photo on that amazon listing had the top of the chip either sanded or photoshopped so you can't see the markings, I was guessing counterfeit FTDI. Well with those business practices it might still be a counterfeit PL2303 but hopefully not. The FTDI drivers won't work for the PL2303 and the Arduino IDE also doesn't include those drivers. You will need to install the driver. I have no experience with Prolific but try these drivers out: http://www.prolific.com.tw/US/ShowProduct.aspx?p_id=225&pcid=41