Your modem connection should be established automatically. Type
plog to check the login sequence with your ISP. If
there is no output check /var/log/syslog to get a
clue on potential problems.
PPPoE connections are going up and taken down. Here my provider takes down the connection after 15 minutes of inactivity. Also if you switch your router out over night and wants to know if it really got connected beep.lrp is your friend. It gives a sound of configurable duration and frequency. If you have your router on a greater distance, have a monitor installed or use the serial line for direct monitoring, you don't use it. The package should only be inserted on the disk and beep written in the syslinux.cfg package=.....,beep. The configuration is easy, in /etc/ppp/if-up there is allready a small sound included. You can change frequency with the -f option.