No, you dont *have* to use the internal modem, but if you have one, you might as well. It's possible but not advisable to use 2 *identical* modems. Zoom makes Zoom and Best Data makes Best Data.
Try
http://www.pricewatch.com for the Supra. You want the "Supra Express 56e". If cost is not a major issue, an external USR Sportster would also be a good choice and they are widely available.