Have you checked that your winmodem is supported under OpenBSD? If it isn't, you are going to have the exact same problems that you are currently getting.
Jon said you need to:
"tar zxvf pctel-0.9.6.tar.gz
cd pctel-0.9.6
./configure --with-hal=pct789 --with-kernel-includes=/usr/src/linux-2.4.20-8/include
make
su
make install
/sbin/insmod -f pctel
/sbin/insmod -f ptserial
/sbin/lsmod
vi etc/modules.conf
Hit the "I" key
Use arrow keys to go right BELOW
alias char-major-62 ptserial
"copy/paste:"
below ptserial pctel
"right BELOW 'alias char-major-62 ptserial' on a new line."
Hit "ESC". Hold down "shift" then press "Z" twice. Type:
/sbin/depmod -a
tail /var/log/messages"
and then
"Your modem works Derek. I can no longer help you because it works. You'll have to make a new symlink for /dev/modem that points to dev/ttys15..... That's probably the only thing you will have to do. That and change the modules.conf to what I said. If that doesn't work you'll have to load the modules everytime you boot into RH manually.
EVERY PIECE OF INFORMATION I HAVE GIVEN YOU IS HERE...
http://www.peacefulaction.org/sayamindu/pctel.html"
followed by
"Your modem is on "comm 16"!!!! It didn't look that far..... YOUR MODEM WORKS!!!!! It will not autoload those modules when you boot up everytime unless you have these 2 lines in /etc/modules.conf
alias char-major-62 ptserial
below ptserial pctel
If that doesn't work and you just can't get it to autoload on every boot up, you are going to have to:
/sbin/insmod -f pctel
/sbin/insmod -f ptserial
before you connect to the internet.... Big deal. Making a script that will run those 2 commands for you if you type "modem" in a Terminal Window will take about 20 seconds..."
and so on.
If you are still having modem in problems in RH9 after all of Jon's help I do not think you will get any further with OpenBSD. My advice is to print out all of Jon's posts in Computing.net (use copy/paste to put them into Wordpad/Notepad/Whatever) and seriously go through them step by step.
I am sure that when Jon has his laptop fixed he will be able to help you further - but you have to show him that you have exhausted all of his help to date.
Good luck.