I tried what you said about taking it out and letting it boot. I didn't have the little ?
Good. Then we know that the bang came from the uninstalled modem. One mystery solved!
Now to find the modem driver. Try going HERE
and type in the model number of the Compaq computer you got the modem from to search for the correct driver. If you find it, download it to your desktop, shut down your computer, put the modem back in, and then click on the driver download (you might have to unzip it) and install according to the prompts. Let me know if there is a problem with any of that.
btw: Is the Microsoft Tun Miniport Adapater #2 related to the modem? Or what is it?
This I know less about. I will research this, but I seem to remember it having to do with a failed Windows update. Have you experienced a failed update? In the meantime, see if Microsoft has any more updates for your system. Start > All Programs > Windows Update