I'm not sure about your modem, is it really connected to the parallel port? Maybe so but I have not seen that type of modem before. Normally they are serial.
I think the way Windows handles modems is butt stupid. Modems on Linux are not necessarily OS level "detected" because its an application configuration issue.
I like to use the program ckermit to test my modems.
Code:
$ kermit
C-Kermit> set port /dev/ttyS0
C-Kermit> set speed 9600
C-Kermit> set flow none
C-Kermit> set carrier off
C-Kermit> connect
at
OK
If you get OK then your modem is working.