Yeah, that modem looks like
this one which is a winmodem/softmodem and not compatible with Linux. The generic modems are always a crapshoot because 90% of the time, the description (especially on eBay) wrongly states that it's compatible with Linux. Heck, you don't even get the same modem that's pictured sometimes. I recommend
this modem as it's the cheapest one on eBay and I've personally used them with DreamPi.
You can confirm that the modem is incompatible by looking at the lights when DreamPi is fully booted. If you only have one light on the modem, then it's incompatible.