Go to System->Preferences->Network connections. And go to DSL tab and add new connection. Then you can creat new connection. After that you can connect from network manager on taskbar.
If you used pppoeconf before then you must delete settings.
open terminal and
delete all and leave this two lines then save and close.
sudo gedit /etc/network/interfaces
After reboot network manager can works.
iface lo inet loopback
I just upgraded 10.04 beta to 10.04 today. pppoeconf is no longer run. Then I solved my problem like this.