I am not familiar with ubuntu and still new to linux. I use SuSE and it has a utility called YaST. It is similar to control panel in Windows. I believe Ubuntu has a similar utility.
Look for the option for configuring a modem, it may be under networking. Follow the instructions, it should be straightforward.
NOTE: if you do not see your modem listed but get to a point where you have to choose the modem port, you should see something like “ttyS0, ttyS1”. This is similar to com1 and com2 in windows. You can try ttyS0 and work your way down.
If this does not work it may be that your modem is a software modem and is not linux compatible.
I have found this modem - Zonet 56K V.92 PCMCIA Hardware Modem, it should work with linux.
NOTE: the above is just an option. Lets hope that someone with more experience with Ubuntu will help us out a bit.