Even though their support teams will not help you to setup the usb modem does not mean that it will not work. In most cases you can plug it into your system and use a tool like kppp, gnome network manager or wvdial to configure it to make the connection.
The issue we have with companies supporting Linux is that windows support techs are a dime a dozen because they are used to restricted functionality and are not necessarily trained for in depth usage support or allowing the users to run different configurations. Due the the large amount of available applications Linux has to fill a specific need and the available options for each application, this can be hard to support because it would require further training for their support techs which can be costly
Just remember that just because their support lines will not help you, it does not mean that it will not work. My recommendation is to look for a Linux User Group in your area and it is very likely that you can find someone in such a group that can easily help you to setup your modem.