Could you please give a hint wich UMTS / GPRS Modems you are expecting to work with ZeroShell? USB connected for example?
I have successfully tested the following 3G Mobile UMTS/HSDPA Modem with USB interface:
and the following one with MiniPCI Express interface:
Novatel 5520 Mobile on a Alix PC embedded alix6b2
The Sierra 595u also works.