Originally posted by milos
There is a very good chance that slackware(or are u using redhat?) already has your modem driver installed as part of the package. Find out what the name of your driver is and see if it's in your modules directory.
It won't be installed in his slackware by default since its a winmodem.
But you should be able to mount the cdrom with the mount command and install the drivers that you downloaded that way onto your system. Don't use nautilus to try and open the cd, that usually won't work and you usually just can't double click the file to open and install, Linux ain't Windows.
What type of file is it that you downloaded ? Search the forums here on installing and you should come up with tons of ways to install on Linux.