Open the Terminal Window (similar to DOS console in Windows) and type 'kppp'
You can give your username , password etc., and configure the modem as
/dev/modem/. Now click on the dial button. If all goes right it will get connected.
Try opening a webpage to check if you can connect to the Net.
You can also read more about 'kppp' problem-solving details here:
*www.thinkdigit.com/forum/showthread.php?p=37623