Thanks for the reply. I know what you mean!

I received the free CDs of Ubuntu way back in 2006. I found them and finally muttered courage to have it installed. Now I feel that it is time for me to move on.
I tried sudo pppoeconf, but I'll try downloading it from
http://www.roaringpenguin.com/files/download/rp-pppoe-3.8.tar.gz and try this.
pppoeconf should already be installed when you first installed Ubuntu. What exactly happens when you do 'sudo pppoeconf' in a terminal? Is the command not found? If that is so, then insert the Ubuntu CD again (while logged in) and from Add/Remove programs (or from Synaptic Package Manager), install pppoeconf package and try again.
Once you give 'sudo pppoeconf' command, it will ask you a few questions. They are self explanatory. Just answer them and you should be good to go. If not, just ask here again.
Having said that, I would strongly recommand that you installed Hardy Heron (8.04 version) which is an LTS release (Long Term Support) or Intrepid Ibex (8.10) which is the most recent release. There releases have a Network Manager which makes life much easier. Plus, they are newer kernels which also help a lot.
Finally, whichever version you use, I would advise you to join Ubuntu Users' mailing list (look for it on Ubuntu's website). It is *very* helpful in all problems related to Ubuntu. You will be surprised how fast you can find answers to your queries there.
Good luck.