Welcome to Linux!
Your internal modem will most likely be a Winmodem. That means it needs the Windows operating system to operate. Some Winmodems can be made to work but note the word some. http://www.linmodems.org
is a good place to start.
As for partitioning, you should have twice as much swap space as memory (RAM), and you should partition your HDD into different partitions: '/', '/usr' and '/home'. It is also wise to have a 100MB '/boot' partition. Allocate as much space as you think you will need to '/home'. This is the place where all of your documents will be stored. '/usr/' is the place most programs will be installed so it is up to you how much space is dedicated to that partition.
If you are running Mandrake, it can automatically partition the HDD for you.
All the best with Linux!