Man oh man, you have a Rockwell, huh? I'm afraid Rockwell's are junk and might be a plug n' play (which will NOT work on Linux). Assuming your drivers on the floppy are linux drivers, which means that the modem is Linux compatible, you might just need to disable your com ports (or at least com2) in the system bios and change your IRQ for the modem. Changing the IRQ in Linux shouldn't hurt the Windoze side of things, but I can't say for sure what kind of affect disabling a COM port will have on Windoze. Here's a good thread to look at:
Expreriment, and see what happens. Takes good notes on what you do, so if things get screwed up you can go back.
Anyway, I wrestled with my Rockwell for weeks before I caved in and bought one that said Linux compatable on the box. Even then I had to make a few system changes. I'm not saying to give up on yours, cause I don't have much info to go on, but I do feel your pain!