Are you using a virtualization program like Parallels or VM Ware Fusion?
If so, you need to release the device to the mac from the toolbar on the bottom. There will be little usb icons, hover over them until you see the modem, and click that and hit disconnect. Your mac should then see the modem. Also, if that is not the case, go to system preferences, click network, then in the bottom left there should be a plus button. Click that and look for your modem. Hope that helps!
-Joe