|What kind of modem is it?|
If it is a one of the "2-wire" branded modem all ports are blocked by default.
Go here and select your model(the procedure seems to be similar for all 2-wire modems) from the list for instructions.
The have a list of applications built in, it may be there already or you may have to add it manually.
To access the modem configuration pages enter http://10.0.0.138 in the address bar of you browser.
Also any third party software firewall may also block access and also need an exception added, I'm not sure if the windows firewall will cause troubles or not.....