I have a pppoe connection to the internet and I've configured it with pppoeconf command on Ubuntu.

My problem is that every time I have to write the command pon dsl-provider cause I'm losing the connection. What I should do to keep my connection all the time?

In /etc/network/interfaces I have the following lines:
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auto lo
iface lo inet loopback


auto dsl-provider
iface dsl-provider inet ppp
pre-up /sbin/ifconfig eth0 up # line maintained by pppoeconf
provider dsl-provider

auto eth0
iface eth0 inet manual
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You should really worry more about your connection than having to write that command every time. Why the hell are you losing your connection so often?
If your connection is that extremely unstable, then you should just buy a router that will connect whenever possible, and when disconnect, try to connect till it can (maybe that's the behavior you wish?). Even disconnected, you'd still be connected to your router (your computer would be the DHCP client), so when the connection gets restored, you'd be able to continue using it without having to type any command.

Another option would be to write a script(kind of like a daemon) to be run every so many minutes, to check the ping to some server or your ifconfig output, and if it seems like not to be connected, to run that command automatically so you get reconnected. But, you know, it's better to have router, safer and stuffs.

Do you have on demand in your conf file?