It sounds like you are saying you no longer hear the modem sounds through your speakers after changing modems. Is that correct? Or are you saying that no sound comes out of your speakers after changing modems?

If the former, some modems have a small speaker on the modem itself. Some connect to your sound card and the sound comes out of your speakers (often this approach is used so that you can use your microphone/speakers to make phone calls through the modem and to save the cost of the small speaker). Does the new modem have an on board speaker? You might need to check the specs if you don't know what the speaker looks like (it is usually a small plastic cylinder with a hole on the top).

Peter