Just follow the link,
http://think2ed.blogspot.com/2007/12/setting-up-adsl-connection-using-free.html
In my case I had to use "pppoeconfig" also.
The other thing is that in ubudsl 0.5, the Ubuntu CD should be in the CD-ROM (It doesn't prompt for the CD as described in the above blog.) This may vary. For me it worked this way, for you, try it .....