What kind of modem (name and model) is it?
Because it would normally be to set it up via the mandrake control centre (configure my computer) then click network and internet, then click new connection etc etc.
Sorry I can't check any further into the process as my adsl connection is plugged into a solwise
modem router (my one is the earlier version of this) which intern plugs into an internal ethernet NIC, so when I try and see what happen's in the Mandrake control centre I get as far as it telling me that it can see the ethernet card!
So from that, unless you had the same kit as me my help might not be of much use.
But try looking as I mentioned above, you maybe able to get it running with just the wizard. From memory you may also need to have it using DHCP if your IP address is dynamic (as different from static), but it also often help's to have the facility to start at boot.
Maybe this help's a little
p.s. just for info, I did previously have a usb adsl modem, and that was supported by mandrake (an alcatel speedtouch usb model), it used the ppp (point to point protocol) as UK adsl is of the "pppoa" type, don't know what you have in Sweden, but it should either be that or pppoe type - there are a few different bit's of software that MAY need to be installed from the mandrake disc's, but to my knowledge (not great) it should be "doable"!