Sounds to me that you've got a controllerless or, worse, a winmodem. The modem probably requires a driver to be installed in order to function correctly. Problem is that quite a few USB modems do not have Linux drivers available. Do a Google search on your modem model and Linux to see if drivers exist. This site also has some useful links:
http://start.at/modem. Be aware, you might have to break down and get a serial modem like I did for my Linux machine. I tried 3 PCI modems with no success. Happy hunting.
