that's an external modem? there's nothing to install! connect it to serial port 1 and configure kppp (or any other dialer) to use /dev/modem. if /dev/modem does not work it is possible that /dev/ttyS0 (for com1) is not linked to it. then just use /dev/ttyS0 (or /dev/ttyS1 for com 2) directly. hope it works for you.