You just need to install the right Windows XP driver for the modem.
Since you've changed modem, a wrong driver may (or may not) have been installed by Windows. Go to Device Manager, look for all references to modem, or PCI communication device (or something like that). Right click and select uninstall. Restart Windows.
On restart, Windows should detect new hardware, and try to install driver for the modem (which XP may not have).
Your new modem should come with a CD. Insert the CD and install the driver from the modem. If XP itself cannot find the driver from the CD and you are asked by Windows to find the driver file, try to browse the CD, and it may be in an XP folder. It should be somewhere, unless your modem does not support XP.
Alternatively, look for a driver for your old Diamond Supra modem. click here Download it to your hard disk.
Remember to uninstall any previous modem from Device Manager, reboot, before you try to install a new modem.