I think you may have to create a PPtP link to the IP address
of the modem. Sorry if I'm wrong, but as i know in my country
(Argentina) we have 2 kinds of connection, and, for example
only (under windoze) if you use PPoE you must install any
protocol that lets you connect through ppoe protocol, let me
say WinPoet or RasPPPoE or something like that, but if you
use PPoA/PPtP (comes in a diferent VCI/VPI) you must
create a VPN connection through dialUp Networking using
que IP address of the modem. Obviously, the modem must be
configured to accept that kind of connection.
Maybe if you ask your ISP (most probably the TELCO) to change
the service from PPoA to PPoE they solve your problem.
Hope this helps...
regards,
GUillE