Your question doesn't make much sense. Windows doesn't detect the "modem" but you are still able to get out to the Internet. However, you can't play online games? Do you see the "modem" listed under Device Manager?
If its a DSL modem it should come w/ USB drivers if you are using USB , if you just plugged in the Ethernet ( Rj45) Cable to the back of the PC then your using a Network Interface Card in which case it does not require special drivers to be installed for the modem . the problem with the gaming can be various issues from your personal firewall to port forwarding in the router if you have on or DSL modem .
EP, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS