This section should get the fearful started on the (not so) arcane art of modem tweaking. The commands here are all Hayes AT standard, but all modems are not equal, so your mileage may vary.
A Modem session allows you to interact with the modem directly. You type commands, and it will respond. To obtain a modem session, when no connection is active, go into Setup/Modem/Terminal dialog. This will open a window for interactive configuration of the modem. Try typing ATZ (which resets your modem) Your should get an OK response. use File/Close to end the session.