It depends on what your internet is.
If you are using dial-up, you will need a "Hardware" modem. Basically anything not termed a "WinModem."
I would suggest an external US Robotics modem. All externals are hardware based.
If you are on broadband, you will most likely need to have your modem going through ethernet, and not USB, as USB drivers for linux are sorely lacking.
Most ethernet cards are supported in mandrake 9.0 now with no additional software.
Lastly, if you are using DSL, which requires PPPoE, you will need to make sure that PPPoE software that *works* with your provider, is available for linux.
Hope this helps.