well, u can try digging into http://linmodems.org/
. They have a mailing list where issues related to winmodem linux drivers would most likely get an answer from the developer of the drivers.
cheap modems? well, here in my country (Philippines), we can get 2nd hand external US Robotics modem at rock-bottom prices. they're cheap but really good under Linux. brand new D-Link modems are relatively inexpensive so I suggest that you get them instead (external via serial port, of course).