I found Mandrake to be easily the best one I have used.
You are right about modems, Linux is picky about which ones work. WinModems are notorious difficult to work on Linux. An External Modem via Serial Port work better like the US Robotics one. So I suggest getting something like that.
There are thousands of Websites. For Help, you need to use the HOW TO documents found on either
www.linux.com or
www.linux.org.