Your modem is more than likely to be a software modem. (sadly most onboard modems on laptops are like this...)
To make it work under Linux you will need to download some drivers for it.
There are two good sites you may want to consider:
http://linmodems.org/
http://tuxmobil.org/
Alternatively if you can't find the relevant drivers on the site, another way is to try every driver and see which one works.
If you are still out of luck, then you may want to consider an external modem because these will generally be supported in Linux.
