I think you can get one of these modem cards for pretty cheap online. supposedly there is one sitting under the base of my thumb on this Thinkpad X60:
A close up of the card:
You can find them online for pretty cheap, do a search for '39T0495', they typically run about $10. You'll need to get a cable to run from the modem to the jack..
in this picture you can see the connector for the modem in the upper right:
The other side of the board has the MDC at the lower left of this image.
I haven't take one of these apart (yet), but it looks like that notch in the PCB is where the cable should wrap around. This would void your warranty, but it would be fairly simple, finding the right cable might be a bit of work - if you have a good electronics supply store near you it shouldn't be too hard, all those connectors are standard, just have to get them on the right length of cable.
If I get to it I might remove the MDC from my x60 and test it out in the Eee just to see the results.