Do you ever click 'Connect'.
If you click connect and get a error message, click 'Details' and post them here. It may even tell you what is wrong and fix yourself. Mine is usually wrong login etc.
You don't have to 'query' modem. Just make sure the right device is selected, /dev/ttyS4, then click 'OK' and then connect.
Should work.
:D :D :D