Macintosh setups are a bit more complicated than PCs. For the PC, one program uses the modem to connect to a provider (i.e. StarNet) in addition to controlling the flow of data between the other programs (such as Netscape) and the Internet. The Macs have the two processes split between two different control panels.
On top of that, there are different programs that do those different jobs: MacTCP or Open Transport (a.k.a. TCP/IP) controls the flow of data while ConfigPPP, FreePPP, or the Apple Internet Dialer controls the modem connection.
That said, let's move on to the configuring...