Modem Error

I have a Compaq Presario PC that had a Rockwell 56K modem (internal) in it. Now, I get error messages that say “Modem not connected. Recheck to see if modem is connected, etc.”. Yesterday, I installed a new modem (by Bestdata), and now I’m receiving the same message.

What else do I need to check? Has anyone had this problem before?