How to "run" scanModem.gz

Downloaded scanModem.gz to desktop
gunzip scanModem.gz (and)
gzip scanModem.gz report gunzip and gzip not found in directory, so I used Extract on scanModem.gz which resulted in the file scanModem.March5 on the desktop (is this useable?)
I then tried chmod +x scanModem (and)
chmod +x scanModem.March 5 neither worked with directory not found. I'm an absolute noobee to Ubuntu (6.10). I know my modem is a PCT789 but none of its specifics. I tried a U.S. Robotics serial modem yesterday without success as I couldn't find Linux drivers for PCLINUXOS so now I'm doing Ubuntu (I've returned the Robotics modem). This computer will be in a vacation home and just want to be able to access internet. While I have been following specific steps I've found on the internet, they are not specific enough in terms of the terminal and its usage for the above commands. Any help would be appreciated. If there is someone in the Denver, CO area who could set this up for me, I would pay them.