Your problem is that winmodems don't natively work in Linux.... you need a driver that turns your winmodem into a Linmodem.
I don't know how much motivation you have to get your winmodem to work, but it takes lots! I just got my Lucent Winmodem working finally after about a week of researching it on the web.
A good place to start is linmodems.org
You're going to have to do a lot of command line stuff to figure out what chipset the modem has, what kernel you're running, etc. Then you basically hunt for a linmodem driver that works with the chipset in your modem.
It was a pain in the ass, but it works... and I've learned a lot about device management and linux in general.