I have built in Winmodem, USB serial, and wireless all working under Suse 10.1 on my laptop. Unfortunately it has been long enough that I will not be able to remember all the steps.
If your laptop modem has a Conexant chipset you can check out
Linuxant. Free to try to make sure it works but 20 bucks for the full license. As soon as I installed this in Linux my Conexant Winmodem worked great.
For the USB serial device I see (with "lsmod") that a usbserial module is started when I plug in my adaptor. If you see that too it is just a matter of knowing the correct device name. Mine is /dev/ttyUSB0. Although I have external modems my use for the adaptor is serial port connections rather than modem.
For modem connections I like to use "wvdial". It is pretty easy to use. Just check out "man wvdial" and "man wvdial.conf". In a root terminal I type "wvdial" to start the modem connection and CTRL-c to stop it.
For wireless it involved installing ndiswrapper and choosing the correct INF driver from the unzipped Windows driver file on my Linux partition.