Click "Start"
Click "All Programs" or "Programs"
Click "Accessories"
Click "Communications"
Click "New Connection Wizard"
Click "Next"
Select "Connect to the Internet" and click "Next"
Select "Set up my connection manually" and click "Next"
Select "Broadband connection  that requires a username and password" and click "Next"
Type "First Step" in this box and click "Next"
Enter in the Username and Password you signed up with.  Leave all three boxes checked and click "Next"
Click "Finish"

That creates the PPPoE connection.  Your computer should automatically come up asking if you want to connect when you open your web browser.  At that point you can set your computer to automatically dial if you wish.  When you connect you should have internet access.