It varies a TON between providers and also implementation! So! My advice is to give none, except call your provider and find out what ALL the settings are supposed to be, and if you need software or not. I say this because yes, some DSL providers are gay and you have to "dial-up", and some of them use proprietary software to do this. Like Verizon in some places. He's right that USB isn't your ideal solution, and if you can get the right info and set it up with ethernet, do it.
Note that this is not a limitation of DSL. DSL can be just as always-on and hassle-free as cable. But the example above is what Verizon makes my brother use. Gay PPPoE setup. However, it appears that you can do away with this hassle on your PC, by putting the dialing burden on a PPPoE capable router. But that'd mean you'd have to use a router, and if you're not using more than one PC/internet-enabled device, don't. Routers give you an indirect connection. They tightened internet security at my friend's school, so now I can't send files to him over AIM from behind my router. But I tested it without the router, and it works fine - we're both "passive" connections. I've yet to find a good solution, forwarding and even DMZ seems to have no effect. Sorry for getting OT...