lspci lists the pci devices on your system
.
i use debian myself, but i am guessing that mandrake would have lspci as well.
just go to console and type:
lspci
this is the output of mine:
captainwinky@daemonted:~$ lspci
0000:00:00.0 Host bridge: VIA Technologies, Inc. VT8377 [KT400/KT600 AGP] Host Bridge (rev 80)
0000:00:01.0 PCI bridge: VIA Technologies, Inc. VT8237 PCI Bridge
0000:00:0a.0 Multimedia audio controller: Creative Labs SB Audigy (rev 03)
0000:00:0a.1 Input device controller: Creative Labs SB Audigy MIDI/Game port (rev 03)
0000:00:0a.2 FireWire (IEEE 1394): Creative Labs SB Audigy FireWire Port
0000:00:0d.0 Ethernet controller: 3Com Corporation 3c905C-TX/TX-M [Tornado] (rev 78)
0000:00:0f.0 IDE interface: VIA Technologies, Inc. VT82C586A/B/VT82C686/A/B/VT823x/A/C PIPC Bus Master IDE (rev 06)
0000:00:10.0 USB Controller: VIA Technologies, Inc. VT82xxxxx UHCI USB 1.1 Controller (rev 81)
0000:00:10.1 USB Controller: VIA Technologies, Inc. VT82xxxxx UHCI USB 1.1 Controller (rev 81)
0000:00:10.2 USB Controller: VIA Technologies, Inc. VT82xxxxx UHCI USB 1.1 Controller (rev 81)
0000:00:10.3 USB Controller: VIA Technologies, Inc. VT82xxxxx UHCI USB 1.1 Controller (rev 81)
0000:00:10.4 USB Controller: VIA Technologies, Inc. USB 2.0 (rev 86)
0000:00:11.0 ISA bridge: VIA Technologies, Inc. VT8237 ISA bridge [K8T800 South]
0000:01:00.0 VGA compatible controller: nVidia Corporation NV31 [GeForce FX 5600] (rev a1)
i don't use a built in modem, but yours should come up in the list. hopefully it won't be too hard to distinguish which line(s) refer(s) to your modem. if you do have any troubles, paste the output of lspci in this thread and i would be happy to try to help (or one of many other people no doubt - if someone beats me to it).
quite often you can take the output referring to the piece of hardware in question and do a google search on that
good luck with it