OK, assuming it's a serial modem... what I'd do is open a shell, su to root, run minicom to try and talk to the modem. Be sure to set the port name and reasonable settings in minicom's port setup: you can get there via control-A, set 9600, no parity, 8 data, 1 stop bit for testing. Feed it a few AT commands (type AT and press enter) and see if it says "OK". If it does, it's responding!
You could also watch the transmit and receive lights on the modem to see if it's receiving... if it isn't then be sure you've got the right port, try different cables, etc. Maybe turn off the modem, then on again: sometimes it helps.