Hmmm... normally US Robotics modems are so-called "Winmodems", meaning they only work under Windows. "Winmodems" have a portion of their hardware missing, which is then replaced by software running under Windows.
I looked up your modem, and despite it being an external modem connecting via serial port, I cannot find ANY reference to it working under Linux. Even the US robotics site only mentions Micro$oft compatability. I will therefore assume it's a winmodem.
Now, some winmodems can be made to work under Linux (depending on chipset), but not without a heck of a lot of work!
Please refer to this page for more info: http://start.at/modem
Hayes/Zoom modems (again, use the external serial port version) normally work without any hassle under Red Hat and Red Hat related distros (or any other Linux distro, for that matter). So, if you can still return yours, it will be worth exchanging it for a Hayes modem. They are relatively inexpensive (of course always depending on local availability/economy).
Once your modem is detected, it should show up as connected to /dev/ttyS0 or /dev/ttyS1 - please note that when Red Hat finds a new piece of hardware, it normally does so during startup and then runs the installation programme (called Kutzu, I believe) BEFORE starting the GUI.
Once you have started the GUI desktop, you can use either the Control Center or System Tools to configure hardware and internet access tools such as ppp0 (kppp on a KDE desktop).
Hope this helps you somewhat.