Mike, try to use kppp to find the modem (it was easier for me when I had this 
problem).

Open up a terminal window and type   kppp

When kppp pops up you have a choice of (quit) and (setup)
choose (setup)

Then you get a window with 6 tabs choose (device)

Then click the bar next to Modem Device: and you get a list like this
/dev/modem
/dev/ttyS0
/dev/ttyS1
/dev/ttyS2
/dev/ttyS3
/dev/ttyI0
/dev/ttyI1
/dev/ttyI2
/dev/ttyI3

click on the first one and then click on the (modem) tab

under the (modem) tab click on  Query Modem  box
and see what it says.
Try each one /dev/ttyS0,/dev/ttyS1, etc. on down the line until it 
comunicates with the modem and gives you Query results.

Then go into the (Accounts) tab and click the  new  box 
and enter your information from you ISP.
 
Then click  ok  box at the bottom of the window and it will take you back to 
the first window which should have the  connect  box lit up click on that box 
and your modem should dial out and try to connect.

Note I should say button not box   box=button

Also make sure phone line connected to modem 

Good luck 
Mike