use soft steel wire (dawai), and pull it through any openings on the modem/router.. Then, you can hang your modem on the wall.. and before you ask more, I'm gonna say, of course you should do it nicely and hid the wire well..

then, find any other suitable location on the wall to hang it ...

I was thinking about something else. What I meant was, find any existing fixtures that's already on the wall, and hooks the steel wire there.. like on key chain holder, or furnitures, curtain rail, grills, etc. Anyway, yeahhh... you're correct .. it still can't get away from nails or hooks...