no, there's no particular path from which to install modules. you do need to be root, however, so try that if you have been doing it as user.
rtl8139 sounds like a pretty common chipset, but it's possible that it's not built into the kernel. if not, you'll have to recompile it to include the module.
lsmod is what lists the modules you have loaded, so look at that for anything with 8139. the one you listed sounds like it might be it, but maybe it's only one that's close, which often might as well be something totally different. if there is something in lsmod that looks like it, tell us what information you get from the ifconfig command.
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