If it doesn't find your modem you'll need to get drivers for it and install it. What type of modem is it anyway? If it is a serial modem it shouldn't be a problem getting it to work.
Let me know the type, make and model of your modem and I'll have a look for any drivers / info aswell.
If we do find drivers, the way we install it will depend on what kind of format we get the drivers in. Shouldn't be too hard any way : ) But one step at a time.
Let me know.