Hi . I have one of these stupid hp um9800 modems too, mine was painfully slow on XP, so I got a new modem.
Then I got cable!
But this modem is manufactured by AZT and you can use their drivers. http://www.aztech.com.sg/driver/modem_um9800.htm
Hp website is the worst and their support is no better. AZT has much better driver support.