What modem are you trying to use?
One possible problem is that if the modem also has some storage space, you might need usb_modeswitch to prevent it from being detected as a storage device... usb_modeswitch is not currently in the vector repositories, but could certainly be added.
I might be wrong, but I think with wvdial (which is in the repositories), you can automatically detect the characteristics of the modem.
Then you can use it to start the connection, or use chestnut-dialer (which is also in the repositories) and import the wvdial configuration.
Try installing wvdial and running (as root):
Then open that configuration file and put the right phone number, username, and password.
and see if you get a connection.
You can then start your connection that way in a terminal, or use chestnut-dialer if you prefer.
It's kind of a "guess", as I never tried this myself...