Well, it all depends...
The smb mount thing, you can put into your /etc/fstab file so that it mounts either automagically on boot, or mounts with a simple command, much like your CDs or floppies.
The modem thing, however, is a different kettle of fish. If you have written down exactly what you need to do, and it is all simple stuff to do on the command line, then you can simply type it into a text editor and save it as a text file, then use chmod +x filename to enable that file to be run. You will need to put your new script file somewhere sensible for it to be run, however. Quite often, if you have a subdirectory in your home dir called bin, then putting your runnable script in there will be OK, else you could put it somewhere like /usr/local/bin.
Hope this helps.