You'd really need to find out what the modem is. You obviously know whether it's internal or external, but you would need to work out the details a little more accurately.
If you can find out what the modem is, then dive back into windows, and check google for "winmodem's" (no quotes obviously).
This is because a winmodem (usually internal, but some cheaper external's as well) aren't "proper" modems, they are basically just the connections and the modem functionality is provided by windows based software.
Which mean's that they can be problematic - there is a site about winmodems, sorry mine dial up is a winmodem, but as I use an external dsl modem/router, I've never bothered to find out if I can make the dial up one connect, but the site(s) should be able to give you enough info to find out whether there is a linux driver for it and info on how to install the driver (even if you have to download it and then put it on a floppy or something like that).
If it's a cable or dsl modem, then as I understand it, it should be easier to sort out.
Hope this points you in the right direction.