For modems to work, it needs a functioning driver...which controls input and output for the modem. First, winmodems, which lack specific chips to control this I/O, aren't generally supported in linux. If your modem is a hardware modem, then you need to find the appropriate driver, and load it onto your system.
Try to find a driver for linux in the .rpm format, which you load onto your system. Unpack the rpm. Then try to find the device in which your modem is on. You can go to LinuxConf->peripherals->modem->find modem.
From there, use Kppp, go to the devices tab, set it to your modem device. Then query it on the next tab. Set up your account in kppp, and sign on. If you have any problems, just ask the forum again.
This may be a lot of directions to follow, but its easier doing it than reading it. Hope it helps!