Setting up broadband
From LXF Wiki
With Linux, the fastest and safest method of accessing broadband is to buy a dedicated modem with router and firewall. The dedicated hardware simply plugs into the phone-line, and does all of the low-level connections, and will bring it out to 1 or more Ethernet ports. With this set up, Linux will typically auto-detect the broadband connection (assuming that the hardware has been set up correctly!) and buffer you from the world-wide web nasties.
There are other methods of connecting to broadband (e.g. USB attached Broadband modem), but they require Linux drivers to exist, and need a lot more setting up.
The above comments only apply to ADSL. Other types of broadband, such as cable, require you to use the modem supplied by the provider. As long as this has an ethernet connection, such as the cablemodem provided by NTL in the UK, you can connect it to a router or direct to a single computer.