If you want to get an ADSL modem for linux, it would be best to get a modem that uses an ethernet connection to connect to the pc. As long as the modem uses PPPOE to dial into the Internet, it should be usable under linux.

So far I have managed to get Mandrake 10 to use such a modem to dial into the internet without much much hassle. Just need to create the necessary connection for PPPOE and it should work fine.