First make sure your modem is installed properly ... then open up KPPP. Red Hat -> Internet -> More Internet Applications -> KPPP. (I made a shortcut to this on the Panel for quicker access.) Hit the Setup button, use the Dialog mode, and plug all your information in. Don't forget to add '/sbin/route add default ppp0' to the /etc/ppp/ip-up.local file so when you connect you'll be able to move traffic and etc.
Hope that helps.