"This Modem" or "USB Modem"isn't very descriptive as to the device you are trying to get working.. how about a manufacturer name and model number ?
or better yet, open a shell and type lsusb
and post the output here..
What script file are you trying to run ? is this something you wrote yourself or that you downloaded from somewhere ?
How about copying exactly what you are typing and the error message and posting it here...
again not enough info, to tell what is going on..
Might want to give this article a read.. How to ask questions - RMS