I agree with Rob completely. This is one area I've had headaches with occasionally over the years.
US Robotics external modems are expensive, sometimes as much as $100. I have a problem paying that much for a technology so outdated-but if you want the most trouble free configuration and something that's guaranteed to work with Aloha.
There are some other brands, like Zoom, that are cheaper and will work as well-but if you want the least amount of hassle, take Rob's advice. USR and Practical Peripherals 28.8.
I always do USR and I always do serial (can't speak for USB support with ALoha myself, since it's relatively new)
If you just try to use any old modem (even if it's decent quality), there is a good chance you will be going back to the store to get the USR.