On my iMac G3 I just used ethernet and just pressed cancel for all the internet settings. Or clicked "I'm not ready for the internet yet." The internet worked without any of that setup business.
If you're using an actual modem as implied in your post, I don't know how to do that without the software from your Internet service provider, and I doubt that it'll be easy to come by for os 9 because they've likely dropped support for it.