usr modem = US Robotics?
you may want to access their website to find info about the modem DIP switches ......
that said (you already have that info)
Connect 9600/ARQ should suggest 9600Baud, default Cisco console settings is 9600 baud, 8 data bits, 1 stop bit, and no parity
if the switch is configured for a higher baud rate, the modem should match this.
You may need to review your cabling. If improperly cabled, the two modems will connect, but the receiving modem will not send data to the connected device.
Do you see any transmit and receive LED blinking when sending characters?
When your switch is connected to a network you can reverse telnet into the console port and look at characters received from the modem.