"Where do I find the Hayes commands?"
If you are using wvdial the Hayes commands are in /etc/wvdial.conf.
Here are my modem initialization strings:
Init1 = ATZ
Init2 = ATQ0 V1 E1 S0=0 &C1 &D2
Init3 = ATM0
I do not know where they are if you are using kppp. Here's some information on kppp:
http://www.linux.se/doc/HOWTO/PPP-HOWTO/tools.html
Here is an explanation of the Hayes commands:
http://www.wikipedia.org/wiki/Hayes_AT_command_set
"Every time I try to use /dev/modem or /dev/ttyS0 I get permission denied, amI doing something wrong?"
The permissions for /dev/ttyS0 are probably set to where only root can use the modem. Log in as root and use the chmod command to set the permissions on /dev/ttyS0 to 777 which means that any user can use the modem. See: man chmod
/dev/modem is a link to /dev/ttyS0 so its permissions are automatically the same as /dev/ttyS0.