If you're going to connect your modem through usb then u'll need vista compatible drivers.they can be found from manufacture's website.
your other option is connect it through Ethernet (using a network card).Then all you need to do is installing the network card.if your motherboard has a built in card, drivers will be automatically installed to your system by motherboard installer.
Then you have to configure your modem as usual.if you're using it that means modem already configured.
This is for most average modems.