It sounds like you are an unlucky owner of a winmodem. To find out for sure, open up your computer, and check to see if there are jumper pins on your modem. I there are, your modem is supported by linux. If not, go to www.linmodems.org
and see if they have a driver for your modem. It usually doesn't matter who made your modem, but only who made the chipset for it.