Well, the drivers for the U.S. Robotics 56K External Modem(Europe Retail) are built into WinXP. So, if it does not autodetect the right modem and assigns the correct drivers, just force it.
Plug the modem into a serial slot and run the Add New HArdware wizard. When it asks you about auto applying drivers, tell it that no, you want to manually assign them.
Tell XP that it is a modem, and then a window will come up with modem manufacturers on the left, and the modem types on the right.
Scroll down to the USR section, then in the right pane, scroll down until you find the modem. Then just keep clicking Next until it is done. And that should do it.
And according to this USR PDF on the modem:
http://tinyurl.com/xssv
this modem is "designed" for Win 95 and beyond, so it might not work for Linux. At least, there are no USR-made drivers for it.
hope this helps