Router or not you still need the modem to connect and communicate with a computer in order to route via ethernet. There are Linux drivers for Sagem modems that are supplied by
eagle-usb . There will be drivers for Mandrake which should install fairly painlessly. Follow the documentation carefully.
if you still have problems there are a number of connexant based adsl modem/routers available that are very cheap and easy to use with Linux.
Here is an example.