you are using a usb modem, and those generally are not supported "from the box" by linux, this due to the fact that drivers just dont exist for linux (as the modem providers are not interested in linux support, most people use windows or macs at home).
i use my DSL connection with an Voyager USB modem and it works fine, you need to get the program ECIADSL (http://eciadsl.flashtux.org
) - this program sets up and configures your modem for use with linux, ive used it on suse linux with no problem
a quick check on their modem compatiblity list shows that the "D-Link DSL200" usb modem is supported, but does not mention your particular model ("DSL-302G"). but you can give it a go, or look at their forum for any info.
as far as step-by-step instructions go, they provide you with a nice guide to setting up your modem. note that will need some information regarding VPI's and other stuff, so you may have to ask your ISP nicely for some info.
-- download area
-- modem compatibilty list
-- beginners tutorial
have a look around the site if you need anything else, and good luck!