Many new computers come with a modem built in.
In general, you want to get the fastest modem you can afford. The best you can do in a two-way modem, using ordinary phone lines is 33,600 bps. But a the technology called X2 and Flex modems let you download information at 56,000 bps. Modems typically connect between your computer and your phone line. However, the cable modem is a now a new contender.