simply install linux and don't erase windows. this way you will lose nothing and gain a linux system, even if it can't connect to the net.
my advice if you are a linux newbie is don't fart around with all that winmodem crap, just buy a real (external serial port) modem that connects to your computer via the serial port of your computer. all modems of this description work without fail in linux and in windows.
use the instructions at oldos.org/rhl.php i'd say, and use the 3cd install set of red hat linux download edition, available from linuxiso.org as well as many other places.
good luck and enjoy.