Modelling is a significant aspect of doing physics and it is important how this activity is taught. This paper focuses on the explicit or implicit messages about modelling conveyed to the student in the treatments of phase transitions in statistical mechanics textbooks at beginning graduate level. Five textbooks from the 1930s to the present are analysed with respect to their messages about the following issues: What is a good model? What is the purpose of modelling? What does it mean to understand a natural phenomenon? It is argued that these texts give the student quite different perceptions of these issues and thus what of it means to do physics. (Contains 1 figure, 1 table and 9 notes.)