In Centos 5.6 the procedure to set-up a DSL connection is different. From the System menu, go to Administration -> Network. Then click on the New button and select xDSL connection from the list on the left, click forward and insert username, password and provider's name.
Regarding the ifconfig command, the answer has been already told. Some commands in linux are reserved to the system administrator to avoid that normal users (in a multiuser system) can change or damage the system. So basically these command are placed in /sbin and /usr/sbin and these two directories are not in the PATH environment variable of a user. Anyway the command ifconfig can be used in some circumstances (only to retrieve network information) by normal users: the trick is to run the command using the absolute path (as shown above).
To see the difference in the PATH environment variable, first run
as normal user, then switch to root using the command
and run echo $PATH again.