It's not really all that confusing once you get into it. That could well be the problem- if you have a firewall in place it may be blocking the ports needed for online play.
A wireless modem? Can't say i have heard of those- wireless routers, yes, but not modems. Going by some information i grabbed with a quick Google search on them, however, the speeds of them are no better than dial up connection. To be honest, this would not work out for online play.