Hi
Is this a General Question? Because if so: Modems are required in order to encapsulate the data in a way that it can travel accross the WAN. They sometimes put them in routers for the sake of ease I assume, it's nicer managing one device than two.
DSL as a standard is always on, so it doesn't have to dial in, I believe. Although I think it is only always on because it has dialed in once and then the connection is never terminated.
Hope this helps
