I'll try to help though I'm not an expert.
The fact is that with mdk 10.1 OE, I didn't have to do much. I used the MCC , the modem was detected and the driver installed
then I ran eagleconfig in a terminal and answered all the questions about the ISP and my login and password. I also had to edit the file etc/resolv.conf
With previous versions of mdk I had to do the configuration in a terminal.
First , can you tell us which modem you have? Mine is 800 E2L. I undersatnd there are newer models.