Jeff;
Just tonight, a friend had the worst experience one could ever dread having with AT&T. He owns his own modem, which works anywhere else, but AT&T wound up giving him a hard time over it. He was getting the 1.5mb package, but never could use it. He's THROUGH with AT&T.
Sadly, in many places cable isn't available, and DSL is the only way.
You should be able to set up under XP by making a fresh PPPoE connection and entering all the ISP data given you at the time of account inception with your new service. It's usually no big thing....unless you're the aforementioned friend of mine.
If you're using 2000, then you'll likely need one of their elusive setup discs...good luck either getting one, or downloading the software. I was given a link, but can't get the software (for my friend) because I'm not a member/accountholder...but those "people" (jerks) never told ME that. My buddy never received his setup CD either.
How about cable ?
Best of luck,
Paul