Yes, knowing what distro would help alot. I assume you are not using Red Hat as when I got my ADSL modem, I plugged it in and it just worked, no configuration, no reboot, no nothing. Even easier than with Windows. What is you network card? You might need to turn support for it on on your Kernel, which would mean a simple Kernel recompile. And if your distro is old and network card is new, you might be better off dling and using a newer kernel.
V