You get a "command not found" because they would be in one of the sbin directories and not in a normal user's PATH. As root, type "which pppoe-start" and that'll tell you where the program is located, and you would type that full path as a normal user to reach it.
Probably the easiest way to allow normal users to do that sort of stuff would be to use visudo to edit your /etc/sudoers file and then you can either have them enter the root password each time, their own password, or no password at all. The man page for sudoers was a little confusing to me at first, so I would recommend a Google search about how to set it up. Then I would create an alias in the user's $HOME/.bashrc file, such as "alias connect='/sbin/pppoe-start' ", assuming the program is located in /sbin