Well not sure whether this is good or bad news, but I'd say that you'll need to have a good lood around this site
because if you've never had your modem configured under linux, you need to find out whether you can or not.
Knoppix is absolutely brilliant for hardware detection, so it doesn't suprise me that it see's your modem. But if it is a "winmodem" there may or maynot be a driver available for it - this is of course, presuming that it's a dial up.
Personally, I'm in the fortunate position of having a dsl service - so my life is infinitely easier.
p.s. Have a check of the site ive linked, when you know whether it's a winmodem or not, then search LQ about installing drivers for them (if you need to of course), because it's a common problem, for those who are just migrating over.