External Modem issue in Windows 2K Pro

Dear All

We are facing a typical problem, we are having
windows 2000 professional operating system and
we are having a general 56k external modem to
connect internet. If we switch on the system
with out switching on the modem, the OS is not sensing the modem and it is not working. In the meantime, we have tried by switching on the modem first and switched system second, now it perfectly sensing the modem and working fine. some peoples are saying it is a bug in win2k pro and win xp. Pls clarify this.