I would think you have got yourself what is called a "winmodem" and they do not work easily with linux; if you can get a serial modem, many would recommend you getting one of those; most would say they work relatively easily and well with linux;
if you can't get yourself a freestanding serial modem, many would suggest you start reading
http://linmodems.org/
this site, or a similar one, will allow you to run a test script on your modem, that you can post on specific forums that aim to support folks trying to get a winmodem going on linux:
try one of these:
http://www.nabble.com/Linux-Winmodem...rt-f27291.html
good luck; the winmodem path seems a harder road to travel, but if you can't get an external serial modem, good luck with the above