What kind of modem is it? i.e. USB or ethernet plus is it just a modem or a modem router ?
Only because with USB ones, once the connection is made, you would normally have saved any files etc so it should just reconnect. If it's ethernet (just modem) I can't think - but I've not used one of those. If it's a modem/router, then surely, once the connection is made i.e. all the modems setting are correct - which could be done with windows, then its should (in theory) just be a case of setting LAN parameters. Thats to say, the eth0 IP, submask, broadcast and gateway.
With the connection to start at boot, you should (ha! more theory) be in there. The only thing might be DHCP or something like that - again, I've not had to worry about that as dynamic IPs, don't tend too change much (they can of course, but in practice mine didn't change in two and a half years, but I never switch the router/modem off).
Now I use a static IP anyway!