Hi Jjurk. I have a winmodem too. An Intel HAM modem and had a hard time getting it to work with Mandrake.
I read that you've got your modem connected. It means that you have installed the drivers and everything should be working right?
Let me ask you: Do you have kppp for connecting to Internet? If not, install it!
For me, kppp is more flexible than any other tool, for example it lets you extend the default time of 30 seconds for connecting to your ISP. And that was exactly my problem, I tried many times to connect, I hear the modem work but after 30 seconds I got kicked... so I "discovered" kppp and it let me extend the time and everything is OK now
Kpp is easy to understand and from there you can input your ISP number to dial. Kppp has other settings you can play with.
This is my only advice as I am a new Linux user still discovering new things...
Hope it helps