installing modules (using insmod) can only be done as root, but they remain installed after the fact. it is possible to have the modules load only when you need them, but for now you should probably have them load when the machine boots. add pctel and ptserial to the /etc/modules file.
for setting up ppp: I'm not familiar with the control panel you're refering to. my experience with ppp has been that only users who are members of the dialout group can setup the connection. I'm not sure how universal this is, but if your machine has a dialout group, add yourself to it
you can find a lot more information at http://en.tldp.org/HOWTO/PPP-HOWTO/root.html