I can't tell from the picture if there is an ethernet port on that modem. If there is, use it instead of USB and it should be plug and play. If nothing at first, use the "Wicd network manager" on the menu under Network.
To temporarily mount an NTFS partition: In a terminal, as root:
this will give you a list of your partitions. Find where your NTFS partition is (/dev/sda1, /dev/hda2 etc..). Then (use the actual identifier for your system, not necessarily /dev/sda1):
mount /dev/sda1 /mnt/win
now go to /mnt/win in your file manager.