well basically, as cyrez said, yeah it's down to that (having a winmodem or not).
Generally if it's external (uses serial) it shouldn't be a problem. I don't recomment USB modems though.
Same as Cards...Anything on a laptop, using PCI or ISA hat a big chance of being a winmodem.
I have an external 56k USR that works a treat
MY original modem was internal PCI... => wuz a winmodem.
As a last resort (before trial 'n error ) try looking for supports on various linux sites...see If any support your modem.