i assume you do not have an external router, right?
in that case, you need to follow the instructions for setting up pppoe. there is two options that the unofficial starter guide provides you. the first option is to open a terminal window and type
then you just follow the instructions.
if that doesn't work for you, you can try option 2:
http://ubuntuguide.org/#rp-pppoe
if you are getting some error during any of this, write back with the exact (and FIRST) error and then maybe someone can figure out the problem.
i also use PCCW, but i have a router so my setup is a little different.