I just got online with the Ubuntu setup with my Trendnet TFM-560X modem, after having used Windows 98 setup with no luck for playing games online. I'm using a USB to serial cable between PC and modem. This setup makes it so that I can use this serial based modem as a USB modem and avoid the serial port part. Ryochan seems to go for serial port, but I am perfectly fine surfing using this as any USB modem.
Gnome-PPP didn't do me any good trying to detect the modem using the serial port COM option. Then I went to connect as USB device and no luck there either. Problem this time was access being denied to all the ports being searched, so I tried using sudo and went like this: "sudo gnome-ppp" this worked for me.
PS! If using modem connected by USB the detection will most likely give you "ttyUSB0", unless you have other USB devices conencted, then it might have a different number at the end. I think PCI and serial connected modems will use "ttyS0". If your modem can't be detected it's not necessarily because it's not there. Just see which connection option you're using and use the above accordingly throughout the setup. Increase the number at the end if nothing happens, though never above the amount of devices you have connected to Ubuntu in serial or USB fashion.