Need help with external modem

I gave my Dad a Phillips Series 1 with a beefed up drive years ago and it has served him admirably until a couple of weeks ago when his modem went out. I found a used Hayes external modem on eBay and the description said the person had used it in their Series 1 for the same reason, but just got a S2 and had no use for it now. They said it was configured and ready to go.

My Dad got it last week and asked me how to hook it up. I've never done it and am trying to troubleshoot over the phone. It has two cables coming from it, one female serial and one 25 pin connector. I would have thought it would just plug in to the serial, but the other connector has me confused.

He is also having a problem when trying to enter the "," and "#" on the prefix part of the modem string. He said the buttons it tells you to press don't make those symbols.

Any help would be appreciated.