Do you know who manufactures your modem? You might be able to get your chipset from their site... My winmodem was recognized (a conexant chip), but unfortunately, even with drivers, I could never get it to work.
Check out www.linmodems.org
for more information. If you have a conexant winmodem chip, try linuxant.com... I suggest, if you do discover your chipset and try to download these drivers, download the 14.4 versions (you have to pay for the faster versions, and so, you want to make sure they actually work
first.) I never got those drivers to work, but obviously some have had success.
I purchased a fairly inexpensive $50 external modem from newegg that my distro's website said was definitely supported, and it recognized it immediately and I've been online since with relatively few snags (most because I like to delete things randomly).
Edit: ooops, yup, check out Intel's modem site... Big doof that I am I totally overlooked that.