1) Run 'alsamixergui' (alternative, the textbased version 'alsamixer') and enable all sound channels. If my memory is correct, some important channels are disabled by default in Ubuntu... Don't ask me why =) Anyway, that's how I solved it with some help from the LQ's forum =)
I'm afraid I don't have any idea about your second question, why I'll let someone else answer it, perhaps someone who has used a modem on Ubuntu
