How to install modem on linux.

Hi everyone,
I've recently installed LINUX on my PC.I have got absolutely not idea how shall i go for installing the modem.
Please help !!

Congratulations on getting Linux installed!! Join the club.
Check linmodems.org. for a complete overview.
Note that there are a few issues with internal modems on linux.. Most places where I read about internal modems say that they do not work on linux. I suspect that only some of them work.
On the other external modems such as some of the more popular ones such as USR models are supposed to work on Linux.
I use high speed DSL/cable access to the Internet, and these are supported very well. For cable there might be a small issue with DHCP client and can be solved easily. For ADSL, things are even simpler, you just need to install pppd, and download the rp-pppoe software from http://www.roaringpenguin.com, and reboot after installation.
If you have any more questions, try also asking in the Linux User's Group closest to you. This is like a fraternity, and you will benefit a great deal from it. Especially on topics such as what modem to buy and what services are available. etc.
Best wishes.
Mathew