Looks like you didn't install any of the development tools and therefore you can't compile anything using gcc.

Do a "whereis gcc" and it'll show you where gcc is, if it is installed.
But from your error... we can assume that it is not installed.

You can use the package management program in Fedora to install that package and its dependancies from CDROM.

BTW: How are you connecting to the modem? If you are using ethernet, then there shouldn't be any reason to install your DSL modem. Just use a PPPoE client to establish the connection.

I know several people who have gotten up and running just fine using roaring penguin
http://www.roaringpenguin.com/pengui...e_rp-pppoe.php