you can also choose to buy a hardware modem, then you don't need any drivers for linux, but you will need drivers for windows (they come with the modem).
A hardware modem has it's own chipset which does all the work, leaving your cpu free for other things.
Look for terms like "hardware modem" or "serial modem" or "hayes compatible modem". I bought mine at
www.e-tech.nl, and had it working under linux 5 mn after I opened the box. For windows was also easy, just installed the drivers from the e-tech cd.