A little caveat to make USB Modem like ZTE to work on Slackware:
Download usb-modeswitch source from here
and
usb-modeswitch data
Extract it:
tar jxvf usb-modeswitch-1.1.2.tar.bz2
tar jxvf usb-modeswitch-data-20100418.tar.bz2
And Install:
cd usb-modeswitch-1.1.2
make
su
make install
cd ../usb-modeswitch-data-20100418
make install
The USB Modem should be working now ;)