OK, already have been answered a hell of times, still repeating it.
There is no linux 9th version (The latest kernel is 2.6.13), probably you may be using RedHat Linux 9.
There are two ways, first way is using kppp dialer. You can select kppp dialer by Pointing to RH Menu>Internet>Kppp dialer, or simply typing kppp in terminal or run dialog.
The second way is using the Internet connection Wizard under System tools, or typing internet-druid in terminal or run dialog.
In both case ur external modem will be work fine for sure, but i'm afraid ur internal modm won't. If you find any difficulty, post it here, and please be specific with your problem.