To find out what version of Mac your running. Click on the Apple icon in the upper left hand corner and then click on About This Mac. From there a small window will pop-up displaying your version.

Click on the Apple icon and then click on System Preferences...

Click on the Network icon under the Internet & Wireless section.

In the section to the left, click on your modem.
(The example here says USB Modem - Not Connected)

Telephone Number: Type in the number that was given to you.
      -OR-
Visit our Access Number page to locate a number near you.

Account Name: Type in your username.

Password: Type in your password.

Place a check next to "Show modem staus in menu bar"

When finished, click the Connect button.