Its all TCP/IP . It dont matter what OS your using. Make sure you have your DHCP client running. Does your ISP require any type of authentication? Like a username and password?
If so, you can use the pppeo dsl setup to connect.
What they mean by not supporting linux, is they dont have software to change your settings for DHCP and/or authentication, or they just cant tell you how to do it.
Keep plugging away, you will get it.