More info needed. What brand and model number is the modem. More than likely it is a winmodem whcih may or may not work in Linux. Reason is the vendor decided to leave out a $4.00 uart chip and allow windows to use software to take the place of the uart.
Check the HCL section from the link above here and see if it is listed there.
Use the search feature here to search for the model of the modem and see what post come up.
Use
www.google.com/linux and search there with the model number.
Also check this link out to understand what you may have.
http://www.linmodems.org/
Brian1