Thanks. I had this package did the following:
make
make install

but the drivers are installed in /lib/modules/2.6.12-386 and not in /lib/modules/2.6.12. So I copied them to /lib/modules/2.6.12/extra and did:
depmod -a
I tried to modprobe them and got the following:
root@box:/usr/src/modules/sl-modem/drivers# modprobe slamr
FATAL: Error inserting slamr (/lib/modules/2.6.12/extra/slamr.ko): Invalid module format

I think this because the linux-headers package is for 2.6.12-386 and the kernel come with knoppix 4 is 2.6.12. I could not locate the kernel headers for 2.6.12. Do you know where to find it?