There are three levels of software to configure. Most basic is the modem layer, which tells your Mac where to find your modem. On top of that is the PPP layer, which will tell your modem how to talk to Zipcon. Then click on the Options button. Strictly speaking, what we just did isn't necessary, but once upon a time a few people reported having some stability problems if they didn't do what we just did, so what the heck.
Stability is a good thing.
Now it's on to the PPP layer. Open up your PPP control panel, and make it look like the one pictured below. A note about saving passwords. The rationale is that, if somebody gets access to your computer or goes through your stuff, they might well obtain access to your computer accounts. This is inarguably true, so here's my rationale for saving passwords anyway.