Try opening a terminal program.. then see if your modem will accept AT commands.
Just try this:
ATM1 - turns speaker on while establishing connection
ATL2 - sets speaker volume to medium
ATDP <phone number> and see what happens. If you can hear the speaker like you would when you pick up the phone then it's working.
If it doesn't respond try ATX3 before dialing... that will prevent the modem from waiting for a dial tone.
ATZ will reset te modem.
Cheers
SainT
P.S. You can't connect the modem to ISDN without a special interface on ISDN side...