Please try amidon ft-240-77 ferrite cores by winding
about 12-15 turns on the power cord, and the phone line. also, use a shielded cat 5 cable from the pc to the modem. maybe some snap-on ferrite cores type
31 from dx engineering on the shielded cat 5. another idea is to put the modem in a aluminum box with with the cores on the outside. the amidon 77 mix is tuned for the hf frequencies. also look at the power supply for the modem, try a true transformer type if you can find the correct voltage, if is a switching type it will make hf noise as well.