No Modem installed?

i ordered a custom built PC for X-mas, with Windows XP. Plugged in monitor, mouse, speakers and phone line, Windows boots properly, but when adding my internet through the wizard, Windows does not detect any modem. Connections are fine. Now, i have the invoice and it says a MDM 56k v.90 PnP CNR Riser, was installed and i paid for it! Is this a problem with Windows, do i have to do something or did i get ripped?