Many build-in modems are so-called Win-modems: minimal hardware, the software does all the work. For the majority of these modems, Linux doesn't have drivers.
My advise: make room on the harddrive with a suitable Win-app. Use a Realtek 8139 based NIC, connect that to your router. Don't use wireless, a cable will give you the best results. Use the router to connect to the cable modem (if that is a separate box). Actually, such a setup isn't much unlike to what I have (but I have a ADSL line