Below there are some tips that made my life easy. They have been tested on SuSE 9.0, but they surely work on other distributions as well.
# chmod u+s /usr/sbin/pppd
... ... INITRD_MODULES="<other modules here> acm" ... ...
# mk_initrd
MODULES_LOADED_ON_BOOT=" <other modules here> ide-cd ide-scsi <other modules here>"
All of the above have been found in the Internet (if someone thinks I copied from him, just tell me so to refer to him). I' ve tested them in SuSE 9.0 and worked.