Honest advice: Don't think Linux is the solution to everything.
I still have no wifi support in Linux, and no 3D acceleration with my Radeon video card.
With regards to your question... if you have a 'win' modem, you might not be able to use it under Linux. If it's an external modem then in most cases it's just a matter of using Google to check Linux compatability with it. Mandrake or SuSE come with utilities for dialup up to your ISP (provided your modem is supported).
Of course . . . you could always fix your Windows installation. I think if you cleaned out all the spyware and virii sitting on your computer, and installed the latest updates to XP and turned the firewall on ... all those problems would go away.
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