I am not sure exactly where the issue is, but I can assure you there are no special drivers needed for the Courier or Sportster external modems. I have a big old stack of those sitting here and they work fine with SME with no changes.
Note that unlike Windows, Linux does not go as far as
recognizing" the modem. It does however, "recognize" the com port.
I highly suspect in mbru's case (not enough info in Time's post to tell) that the issue is recognizing the com port itself. Make sure it is enabled in the BIOS and make sure it is the com port you think it is.
One easy way to tell if it can talk to the modem at alll is if you see activity on the modem's LEDs when it tries to dial out. If you see no LED activity, focus on the com port as the server is not even trying to talk to the modem.
Another trick is to goto the shell on the SME box as root, and run minicom. Minicom is a term program. You should be able to type "at " and get an "OK" back. Try all the com ports. Minicom is not very user friendly unfortunately, but might help.
Lastly, right after attempting to dial, check the /var/log/messages file and the other log files. It might give you some clues (like if it is unable to open to com port or some error with the modem dialog).
Hope this helps. Yeah, Linux can be frustrating with this kind of stuff.