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1) Redhat 9 is very, very old. Support for it was discontinued in 2004. The community editions of Redhat became Fedora, and the current Fedora release is version 7. I strongly suggest that you upgrade to a modern, supported version of Linux. Alternatively, you could try other user friendly distros, such as Ubuntu, Suse or Debian.
2) Can you give us more details of your modem? Does it connect to your PC using Ethernet, or USB. I strongly suggest getting one that connects with Ethernet, as these are generally just plugging in.