Any modem is just fine! Your computer will only want to communicate when it needs to download new work or report the status of the work it has done. Depending on the buffer sizes you select and the speed of your computer, this may only need to happen once every several days. The amount of information that is transferred to and from your computer is tiny (about 125 bytes per block for the RC5 challenge, for instance) so even when moving a large amount of work over a slow modem it doesn't take too long.