I have two possibilities for a modem: an internal LT chipset winmodem (which I found drivers for but have had trouble compiling, being a newbie and all), and an external (hardware) parallel port modem ...
What OS are you using? Do you have any ports (serial/parallel) onboard and seen within windows? Usually (I think - haven't used a modem more than "plug it in, oh look it works" for 3 years) it will ...