Hello,
I must admit that I'm a ppp / dialup amateur, and did a copy/paste of the pppd 
options and chat files bellow. I saw different files in the misc@ archives 
which I tried too, but all failed with the same error, see below.

The option & chat files I pasted in this mail used to work with an old siemens 
gprs card I had running under openbsd.

Now I'm using a:
Lenovo W500 4063-34G laptop with the following umts device "Ericsson Ericsson 
F3507g Mobile Broadband Minicard Composite Device", see the dmesg bellow.

As I mentioned previously every chat & option file I tried (I also tried 
different ports cuaU0 & cuaU1 & cuaU2) failed with the same error message, 
and I was not able to get more debug information.

I'm using the following command as a member of the network and dialer group:
pppd call ept

Error messages are always the same (not more and not less info) .... :
Mar  5 21:37:22 406334G pppd[9000]: pppd 2.3.5 started by dda, uid 1000
Mar  5 21:38:08 406334G pppd[9000]: Connect script failed
Mar  5 21:39:26 406334G pppd[9000]: Connect script failed
Mar  5 21:40:44 406334G pppd[9000]: Connect script failed

Here is the pppd options file:
$ cat /etc/ppp/peers/ept
debug
/dev/cuaU0
460800
defaultroute
#usepeerdns
noauth
nomagic
persist
connect '/usr/sbin/chat -f /etc/ppp/peers/chat/ept.chat'

Here is the chat file:
$ cat /etc/ppp/peers/chat/ept.chat
ABORT BUSY
ABORT "NO CARRIER"
ABORT VOICE
ABORT "NO DIALTONE"
""      ATZ
OK      AT+CPIN="1234"
OK      AT+CGDCONT=1,"IP","web.pt.lu"
OK      ATDT*99***1#
'CONNECT'       '\c'
'TIMEOUT'       '5'

Thanks a lot for helping!
Kind regards,
Didier

Here the dmesg:
OpenBSD 4.5 (GENERIC.MP) #2133: Sat Feb 28 15:02:16 MST 2009
    dera...@amd64.openbsd.org:/usr/src/sys/arch/amd64/compile/GENERIC.MP
real mem = 3210416128 (3061MB)
avail mem = 3101507584 (2957MB)
mainbus0 at root
bios0 at mainbus0: SMBIOS rev. 2.4 @ 0xe0010 (74 entries)
bios0: vendor LENOVO version "6FET56WW (2.02 )" date 01/09/2009
bios0: LENOVO 406334G
acpi0 at bios0: rev 2
acpi0: tables DSDT FACP SSDT ECDT APIC MCFG HPET SLIC BOOT ASF! SSDT TCPA SSDT 
SSDT SSDT
acpi0: wakeup devices LID_(S3) SLPB(S3) UART(S3) IGBE(S4) EXP0(S4) EXP1(S4) 
EXP2(S4) EXP3(S4) EXP4(S4) PCI1(S4) USB0(S3) USB3(S3) USB5(S3) EHC0(S3) EHC1
(S3) HDEF(S4)
acpitimer0 at acpi0: 3579545 Hz, 24 bits
acpimadt0 at acpi0 addr 0xfee00000: PC-AT compat
cpu0 at mainbus0: apid 0 (boot processor)
cpu0: Intel(R) Core(TM)2 Duo CPU T9600 @ 2.80GHz, 2793.37 MHz
cpu0: 
FPU,VME,DE,PSE,TSC,MSR,PAE,MCE,CX8,APIC,SEP,MTRR,PGE,MCA,CMOV,PAT,PSE36,CFLUSH,DS,ACPI,MMX,FXSR,SSE,SSE2,SS,HTT,TM,SBF,SSE3,MWAIT,DS-CPL,VMX,SMX,EST,TM2,CX16,xTPR,NXE,LONG
cpu0: 6MB 64b/line 16-way L2 cache
cpu0: apic clock running at 265MHz
cpu1 at mainbus0: apid 1 (application processor)
cpu1: Intel(R) Core(TM)2 Duo CPU T9600 @ 2.80GHz, 2793.00 MHz
cpu1: 
FPU,VME,DE,PSE,TSC,MSR,PAE,MCE,CX8,APIC,SEP,MTRR,PGE,MCA,CMOV,PAT,PSE36,CFLUSH,DS,ACPI,MMX,FXSR,SSE,SSE2,SS,HTT,TM,SBF,SSE3,MWAIT,DS-CPL,VMX,SMX,EST,TM2,CX16,xTPR,NXE,LONG
cpu1: 6MB 64b/line 16-way L2 cache
ioapic0 at mainbus0 apid 1 pa 0xfec00000, version 20, 24 pins
ioapic0: misconfigured as apic 2, remapped to apid 1
acpihpet0 at acpi0: 14318179 Hz
acpiprt0 at acpi0: bus 0 (PCI0)
acpiprt1 at acpi0: bus 1 (AGP_)
acpiprt2 at acpi0: bus 2 (EXP0)
acpiprt3 at acpi0: bus 3 (EXP1)
acpiprt4 at acpi0: bus 4 (EXP2)
acpiprt5 at acpi0: bus 5 (EXP3)
acpiprt6 at acpi0: bus 13 (EXP4)
acpiprt7 at acpi0: bus 21 (PCI1)
acpiec0 at acpi0
acpicpu0 at acpi0: C3, C2
acpicpu1 at acpi0: C3, C2
acpitz0 at acpi0: critical temperature 127 degC
acpitz1 at acpi0: critical temperature 100 degC
acpibtn0 at acpi0: LID_
acpibtn1 at acpi0: SLPB
acpibat0 at acpi0: BAT0 model "42T4620" serial  3828 type LION oem "Panasonic"
acpibat1 at acpi0: BAT1 not present
acpiac0 at acpi0: AC unit online
acpithinkpad0 at acpi0
acpidock at acpi0 not configured
acpivideo at acpi0 not configured
acpivideo at acpi0 not configured
cpu0: unknown Enhanced SpeedStep CPU, msr 0x06174a250600060f
cpu0: using only highest, current and lowest power states
cpu0: Enhanced SpeedStep 1600 MHz (940 mV): speeds: 19734, 1600, 1600 MHz
pci0 at mainbus0 bus 0: configuration mode 1
pchb0 at pci0 dev 0 function 0 "Intel GM45 Host" rev 0x07
ppb0 at pci0 dev 1 function 0 "Intel GM45 PCIE" rev 0x07: apic 1 int 16 (irq 
11)
pci1 at ppb0 bus 1
vga1 at pci1 dev 0 function 0 "ATI Mobility Radeon HD 3650" rev 0x00
wsdisplay0 at vga1 mux 1: console (80x25, vt100 emulation)
wsdisplay0: screen 1-5 added (80x25, vt100 emulation)
"Intel GM45 HECI" rev 0x07 at pci0 dev 3 function 0 not configured
em0 at pci0 dev 25 function 0 "Intel ICH9 IGP M AMT" rev 0x03: apic 1 int 20 
(irq 11), address 00:21:86:ff:1f:5c
uhci0 at pci0 dev 26 function 0 "Intel 82801I USB" rev 0x03: apic 1 int 20 
(irq 11)
uhci1 at pci0 dev 26 function 1 "Intel 82801I USB" rev 0x03: apic 1 int 21 
(irq 11)
uhci2 at pci0 dev 26 function 2 "Intel 82801I USB" rev 0x03: apic 1 int 22 
(irq 11)
ehci0 at pci0 dev 26 function 7 "Intel 82801I USB" rev 0x03: apic 1 int 23 
(irq 11)
usb0 at ehci0: USB revision 2.0
uhub0 at usb0 "Intel EHCI root hub" rev 2.00/1.00 addr 1
azalia0 at pci0 dev 27 function 0 "Intel 82801I HD Audio" rev 0x03: apic 1 int 
17 (irq 11)
azalia0: RIRB time out
azalia0: codecs: Conexant CX20561, Conexant/0x2c06, using Conexant CX20561
audio0 at azalia0
ppb1 at pci0 dev 28 function 0 "Intel 82801I PCIE" rev 0x03: apic 1 int 20 
(irq 11)
pci2 at ppb1 bus 2
ppb2 at pci0 dev 28 function 1 "Intel 82801I PCIE" rev 0x03: apic 1 int 21 
(irq 11)
pci3 at ppb2 bus 3
iwn0 at pci3 dev 0 function 0 "Intel WiFi Link 5300AGN" rev 0x00: apic 1 int 
17 (irq 11), MIMO 3T3R, MoW, address 00:21:6a:0d:2f:0a
ppb3 at pci0 dev 28 function 2 "Intel 82801I PCIE" rev 0x03: apic 1 int 22 
(irq 11)
pci4 at ppb3 bus 4
"Intel Turbo Memory" rev 0x11 at pci4 dev 0 function 0 not configured
ppb4 at pci0 dev 28 function 3 "Intel 82801I PCIE" rev 0x03: apic 1 int 23 
(irq 11)
pci5 at ppb4 bus 5
ppb5 at pci0 dev 28 function 4 "Intel 82801I PCIE" rev 0x03: apic 1 int 20 
(irq 11)
pci6 at ppb5 bus 13
uhci3 at pci0 dev 29 function 0 "Intel 82801I USB" rev 0x03: apic 1 int 16 
(irq 11)
uhci4 at pci0 dev 29 function 1 "Intel 82801I USB" rev 0x03: apic 1 int 17 
(irq 11)
uhci5 at pci0 dev 29 function 2 "Intel 82801I USB" rev 0x03: apic 1 int 18 
(irq 11)
ehci1 at pci0 dev 29 function 7 "Intel 82801I USB" rev 0x03: apic 1 int 19 
(irq 11)
usb1 at ehci1: USB revision 2.0
uhub1 at usb1 "Intel EHCI root hub" rev 2.00/1.00 addr 1
ppb6 at pci0 dev 30 function 0 "Intel 82801BAM Hub-to-PCI" rev 0x93
pci7 at ppb6 bus 21
cbb0 at pci7 dev 0 function 0 "Ricoh 5C476 CardBus" rev 0xba: apic 1 int 16 
(irq 11)
"Ricoh 5C832 Firewire" rev 0x04 at pci7 dev 0 function 1 not configured
sdhc0 at pci7 dev 0 function 2 "Ricoh 5C822 SD/MMC" rev 0x21: apic 1 int 18 
(irq 11)
sdmmc0 at sdhc0
"Ricoh 5C843 MMC" rev 0x11 at pci7 dev 0 function 3 not configured
"Ricoh 5C592 Memory Stick" rev 0x11 at pci7 dev 0 function 4 not configured
"Ricoh 5C852 xD" rev 0x11 at pci7 dev 0 function 5 not configured
cardslot0 at cbb0 slot 0 flags 0
cardbus0 at cardslot0: bus 22 device 0 cacheline 0x0, lattimer 0xb0
pcmcia0 at cardslot0
pcib0 at pci0 dev 31 function 0 "Intel 82801IEM LPC" rev 0x03
ahci0 at pci0 dev 31 function 2 "Intel 82801I AHCI" rev 0x03: apic 1 int 16 
(irq 11), AHCI 1.2
scsibus0 at ahci0: 32 targets
sd0 at scsibus0 targ 0 lun 0: <ATA, ST9320421ASG, SD13> SCSI3 0/direct fixed
sd0: 305245MB, 512 bytes/sec, 625142448 sec total
cd0 at scsibus0 targ 1 lun 0: <Optiarc, DVD RW AD-7910S, 1.D0> ATAPI 5/cdrom 
removable
ichiic0 at pci0 dev 31 function 3 "Intel 82801I SMBus" rev 0x03: apic 1 int 23 
(irq 11)
iic0 at ichiic0
usb2 at uhci0: USB revision 1.0
uhub2 at usb2 "Intel UHCI root hub" rev 1.00/1.00 addr 1
usb3 at uhci1: USB revision 1.0
uhub3 at usb3 "Intel UHCI root hub" rev 1.00/1.00 addr 1
usb4 at uhci2: USB revision 1.0
uhub4 at usb4 "Intel UHCI root hub" rev 1.00/1.00 addr 1
usb5 at uhci3: USB revision 1.0
uhub5 at usb5 "Intel UHCI root hub" rev 1.00/1.00 addr 1
usb6 at uhci4: USB revision 1.0
uhub6 at usb6 "Intel UHCI root hub" rev 1.00/1.00 addr 1
usb7 at uhci5: USB revision 1.0
uhub7 at usb7 "Intel UHCI root hub" rev 1.00/1.00 addr 1
isa0 at pcib0
isadma0 at isa0
pckbc0 at isa0 port 0x60/5
pckbd0 at pckbc0 (kbd slot)
pckbc0: using irq 1 for kbd slot
wskbd0 at pckbd0: console keyboard, using wsdisplay0
pms0 at pckbc0 (aux slot)
pckbc0: using irq 12 for aux slot
wsmouse0 at pms0 mux 0
pcppi0 at isa0 port 0x61
midi0 at pcppi0: <PC speaker>
spkr0 at pcppi0
aps0 at isa0 port 0x1600/31
mtrr: Pentium Pro MTRR support
umodem0 at uhub1 port 4 configuration 1 interface 1 "Ericsson Ericsson F3507g 
Mobile Broadband Minicard Composite Device" rev 2.00/0.00 addr 2
umodem0: data interface 2, has CM over data, has break
umodem0: status change notification available
ucom0 at umodem0
umodem1 at uhub1 port 4 configuration 1 interface 3 "Ericsson Ericsson F3507g 
Mobile Broadband Minicard Composite Device" rev 2.00/0.00 addr 2
umodem1: data interface 4, has CM over data, has break
umodem1: status change notification available
ucom1 at umodem1
umodem2 at uhub1 port 4 configuration 1 interface 9 "Ericsson Ericsson F3507g 
Mobile Broadband Minicard Composite Device" rev 2.00/0.00 addr 2
umodem2: data interface 12, has CM over data, has break
umodem2: no data interface
uvideo0 at uhub0 port 6 configuration 1 interface 0 "Chicony Electronics Co., 
Ltd. product 0x4807" rev 2.00/31.34 addr 2
video0 at uvideo0
ugen0 at uhub3 port 1 "AuthenTec Fingerprint Sensor" rev 2.00/17.03 addr 2
ugen1 at uhub2 port 2 "Gemplus GemPC Express" rev 2.00/1.00 addr 2
softraid0 at root
root on sd0a swap on sd0b dump on sd0b

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