ok. Before you can use ADSL you will need a ADSL modem. There are many different types. you can either have an external one which connects to your PC via USB, or Ethernet(your LAN socket). Or like I used to have to save space get an internal one.
If you have a network at home you may want to share it. I do and i recently purchased the Netgear DG814 which is a ADSL modem and Router in one box with 4 LAN ports. Highly recommended if u need somit like that.
If it is just you though then it is up to you whether u want to open up the box and install the modem urself or just plug it into a port.
ebuyer.com have good prices for ADSL equipment.
You'll need a microfilter for every phone socket you want to use a phone with too!