Unable to connect to serial device; no /dev/ttySx

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http://unix.stackexchange.com – I wrote a Java application that connects to the serial port of the GSM modem. On Windows the serial ports have names like COM3, but in Linux Redhat 6.0 I had to switch to something like ttySx (X is number that came after S in /dev/ directory). When I plug my modem in to Linux there are no serial entries in /dev (just ttyUSBx), but on Windows it works fine. What am I doing wrong? (HowTos)