For Mandrake, make sure you have the right RPM for Mandrake 9.1. Double click the RPM to install it or from the command line cd into the right directory and type
rpm -ivh whateverthefilenameis.rpm
After that you should be able to use kppp straight away and it will recognize your modem. If it doesn't you can configure with a prog call hcfpciconfig (I think that's the right name).
I've never used Knoppix but it should work something like this: copy the file .tar.gz file to a floppy and then to your HD once you have knoppix running. From there, cd to the directory with the source file in it, and from the command line type:
tar -xzf whateverthesourcefilenameis.tar.gz
(this extracts the files from the archive and puts them into a directory called hcfpcisomethingsomething)
cd into the directory created above
then run "make install" to install the driver, I think you will need to have the kernel sources installed this to work.
Finally configure your modem using hcfpciconfig and you should be ready to go.
For more info read the documentation at http://www.linuxant.com/