No worries RichD
Just "yes, yes" them, then toss their software in the trash and use your Network Preferences to handle it. If you're not using a router, go to "Network" in your System Preferences. Click on the "Configure" button, then click on the second tab "PPPoE". In that dialogue box you'll simply need to check the "Connect using PPPoE" box, enter your username and password from the DSL provider (in "Account Name" and "Password"), click the "Save password" box, and you're all set to go.
If you're going to use a router, that'll be an equally simple setup, but will depend on the router. Linksys (the most widely used brand) may not provide support for Macs, but their products work perfectly on Macs and are a piece of cake to setup via the browser based configuration windows. In fact, they offer far more control to even Mac users than Apple's grossly overpriced AirPort.
Check back when you get your DSL modem in the mail and I'm sure someone here will help with setup.