You seem to have things backwards, you hook up your laptop to the modem, not the other way around. Or is this a USB data modem? Need details, exact steps you took, exact error messages you get, if any.
Are you talking about a wifi connection? Does the modem have wifi? Did you do the setup for it? If you had the laptop connected to a modem or a router and you are going to a new one, you need to change the wifi settings to connect to the new device.