After seeing all the interest in this topic just thought I'd add my two cents. Back seven months ago when I made my foray into Linux I ran into the winmodem wall and after much research and frustration I realized that the quickest and best way for me to get access via dialup was to get an external/hardware modem. The prices varied from approx $15 to $80. I bought the following and it worked great. Puppy was off and running.
http://www.gearxs.com/gearxs/product_in ... ts_id=3464
I might add that I've used this modem successfully with DSL, Knoppix, Sam, and Mepis. Today I have DSL for $14.95/mo. and use Puppy to do all my surfing.
p.s. If you do opt to buy this particular modem from this site the only option you need is the "upgrade to retail box" as it has everything.
Which modem works with Puppy?
It's been extremely difficult to persuade folks to switch to external modems, even though Barry gave the same advice some while ago. Equally difficult to convince folk just how universal, adaptable and portable such a device can be. It is possible to buy a D9 switch box for peanuts and switch the same, single modem between all your machines.