OK, I just fixed it--sort of. I had been using an HP Pavilion N5135 laptop (old). I connected to the internet fine using the PCLinuxOS live CD, but then couldn't connect using Knoppix 5.0 live CD--all on the same laptop. But after I posted above, I tried the Knoppix live CD in my Dell Latitude C600 laptop and connected using KPPP on the first try. I'm posting this from that connection.

While I am very happy to have my modem working with Knoppix live CD (that was the most important part), it would be really nice if I could get it to work on the HP laptop. If anybody can easily see what's wrong and tell me how to fix it, great. If not, I can deal with it now that it's working somewhere.

Here's the info from the Terminal window on the Dell laptop:

Opener: received OpenDevice
Opener: received ExecPPPDaemon
Kernel supports ppp alright.
In parent: pppd pid 3992
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Couldn't find interface ppp0: No such device
Opener: received OpenResolv
Opener: received RemoveSecret
Opener: received RemoveSecret
And here is the relevant portion of dmesg:

ACPI: PCI Interrupt Link [LNKB] enabled at IRQ 5
PCI: setting IRQ 5 as level-triggered
ACPI: PCI Interrupt 0000:00:08.0[A] -> Link [LNKB] -> GSI 5 (level, low) -> IRQ 5
ts: Compaq touchscreen protocol output
cdc_acm 3-1:1.0: ttyACM0: USB ACM device
usbcore: registered new driver cdc_acm
drivers/usb/class/cdc-acm.c: v0.25:USB Abstract Control Model driver for USB modems and ISDN adapters