Thank you very much for the advises.
I start to read the document related to udev and follow the urka58's suggestion about make an entry on rc.local to create the directory, the node and the symlink. I did that but in a special file that exists for the purpose
which is invoked from
this is what I add at the bottm of the first file
# Device and Symlink needed for Penggy
if [ ! -r /dev/net/tun ]; then
mknod -m 666 -c /dev/net/tun 10 200
if [ ! -r /dev/modem ]; then
ln -s /dev/ttyS0 /dev/modem
Now penggy is alive
and I don't need to connect to Internet trough
Again Thank you very much.