You don't name the manufacturer, Thomson SGS could just be chipset manufacturers.
Anyway a googling on the model finds this:
http://www.aztech.com.sg/products/um9800.htm
In that case you're lucky since they provide a linuxdriver with readme, but I can't tell if it's the right one.

Knoppix comes with acm driver that works with some modems.
You would then have to do as root.
$modprobe acm (to load the drivermodule, and hopefully the modems lights turn on)
$lsmod (to see if it's loaded)
$mknod /dev/usb/ttyACM0 c 166 0 (to set up a device node)
$ln -s /dev/usb/ttyACM0 /dev/modem (to link it so that kppp finds it as /dev/modem)

Hope something works out.

In the meantime you should probably avoid anything that says softmodem, they're usually winmodems, though some work with linux too.

I'm not actually quite sure about knoppix and modems since I connect through eth0 to adsl.