Unfortunately the majority of ADSL (which is used over the phoneline in the UK - provided by BT - British Telecom, and often this line is actually provided by another ISP that basically rents it off BT like Wanadoo, Pipex etc..) providers in the UK give away a free, or offer with the service only a USB connected ADSL modem - often the Speedtouch USB (frog modem and the like) ones.
You usually have to go out and buy another one if you want to be connected by ethernet.

I tried for a couple of years with different distros of Linux but could never get any drivers for my ADSL USB modem to work - I eventually gave up and am now on cable via ethernet - though again NTL the major cable provider for the UK usually install it as USB but at least theres another scket so you can switch later.

I'm giving Linux a go again via Knoppix and other live CDs mainly because I find them invaluable for data recovery when NTFS drives go down and wont boot/get recognised in windows. I have a few friends who are interested in switching to Linux but they have USB only ADSL and are totally new to Linux - they have been overwhelmed by how complicated it is to get a net connection with it (even though they are fairly computer savvy and intelligent) and all have gone back to XP for the moment.