if your router is establishing the PPPOE connection, make sure you set it up to forward port xx to your machine. in DC++, you can choose the port in the settings and for your modem... well, depends on your modem.
DC++ is also not like kazaa where you can find anything. it's more a look and see what ppl have and then download what you like.
do you get an error message when yuou connect? what happens when you try and connect? what exactly is your problem? if you want to, email me and i'll help you set it up.