freeman, i used to play modem games ALL the time when i was a newb, before i found out about Battle.Net.
So, firstly both of you must NOT be on the internet. You should both know each others modem numbers (It's different to your landline number and it can be found in your telephone directory), if you can only find out one persons modem number, then that is fine.
Let's say that your friend knows your number, but you don't know his, and either does he. So, you go to 'Modem' in Multiplayer and click 'Create Game', you can then choose a Map and then it'll open up a screen that is similar to where you enter a chat screen for a game in B.Net. All you have to do now is wait for your friend to click 'Join a Game', enter you modem number, then he'll be in your game. It's that simple.
Once you've finished playing your game, and you want to play another, just click 'Create Game' and create another, then just wait for him again. You'll get used to it.
Hope that helps, if you don't understand, then say so