A good thread to start
Broadband services
On the technical side, you'll get an ethernet connecton from the DSL/ADSL/Cable modem. A couple of providers have always on connections and the rest have PPPoE (which is built into XP). If you don't have XP most of the providers will give you a dialer. Bottom line .. if you have an ethernet adapter, you don't need anything else.
A word of caution. The Hong Kong ISPs are pretty bad when it comes to monitoring their networks and you'll be inundated by all sorts of attacks. Make sure you have a firewall (hardware in the form of a router or software) before you connect to the broadband network.