Why Internal Modems are a pain in the Arse
Do you have an Internal modem and ever played a dos game.  Well what happens is that it needs to look at a COM port for the modem and of course the only bloody port the modem is on is an IDE port!  Since many hacking tools (mainly dos based ones) need a COM port, you cant use your modem.  In Windows on some internal modems, the drivers will emulate a COM port for your modem but dont rely on it.  Also, an external modem is so more versatile. Some modems like USB also dont have a COM port.  You might also have an excellent DOCSIS (a type of cable modem) modem or a DSL modem. Too bad that these are permanently connected modems so advanced hacking can be done by your modem but for somethings, it is harder... it is also easier to trace U and your computer will be less secure.  Even though it is possible to change your Ip on these modems, since your cable modem acts like a network workstation to both you and your ISP, tracing it would be like tracing a network node.  Also, while your computer might disconnect from the net, your modem will still be tracible by the government. So, just to clear stuff up, if you want to hack the FBI, you will need an external modem!   Also, dodgy internal modems dont always work in higher level os's like Linux (a unix clone that is free and extreamely populer).  However, linux is in the intermediate section.

Also, just a last note, a winmodem is basically a speaker plugged into the phone line, doesn't have a modem controller. Get a real modem.