The good news is that mp3 support can be added by installing the gstreamer0.8-mad app, the bad news is you can't do that without internet access. Because of potential license issues with mp3, most distros don't have support for them built in. In all cases, a quick and simple download fixes it. This page has directions for amarok, but it will also work with other media players too,
The modem can be trickier. Many modems are win software modems now, and just won't work outside windows without heavy tweaking. Search here and at google for the modem, and see if people have a way to get it working.