(Trying not to go into a rant about how USB is totally unsuitable for modems and how manufacturers who do this should be sellotaped to a large weight and dragged through a cheese grater factory by a camel.)
Edit: I just noticed that Poseidon has a cdcacm.class for using USB modems. Give that a try!
My modem that I got with Blueyonder has both USB and ethernet - the ethernet will work.
Although...you can get routers with USB ports for modems. A good choice to get online with both your Peg, A1 and PC all at once.