If it is not Alcatel USB DSL modem and you are using PPPoE protocol to connect to the net, then go to
http://www.roaringpenguin.org and downlod their software (it is free), decompress the archive and in created directory as root run
./go-gui
to setup the progy, fill in the fields for username password, optionaly DNS for the server where yu obtain IP information, your NIC card (eth* * stands for a number from 0 and upward, determine which one you are using, if there is only one then it is eth0), check allow other users to run the program and you are done, play with firewall configuration to keep the connection secure.
