Are you using the sndconfig utility to setup the soundcard? You might want to try this at the command line within X, setup. Try setting up your sound from there.
Well, yes, Linux is not happy with winmodems, hence the name (win)modem, they were made for windows. If you want yours to work, first check out http://www.linmodems.org
, find yours on the list and see if its compatible or not. Some winmodems work, but most don't.