Hello Google Guru,
Is your copy of Puppy version 2.1 released a few days ago.
It now has Dial-up support straight away.
I don't know hoe long you have been a Linux user, but the longer you spend using it, the sooner you realize that alot of internal dial-up modems are what they call "winmodems" which require a Windows Driver be installed for them to Operate.
Some what they call "LT Modems" or SL modems" work with Linux.
It;s not Linux's fault, it's "Windows" as Microsoft and the Modem Makers have designed these modems to only work with Windows.
Up until the release of Puppy 2.1 you didn't have much luck of getting on the net with Puppy without downloading some Linux Drivers.
I recommend you try the following Linux Distro's to see if you have any chance of your modem working.
Mepis 3.4-3, Puppy 2.1, Linspire 5.0, Freespire 1.0 and Xandros 3.0 free edition.
All the above distro's supply dial-up drivers upon boot.