I have done this more then once and it worked.
First you did not say what OS I assume you run WIN9x.
For win95 make sur that you have the latest Dial Up Networking (I think the last version was 1.3).
You have to make sure that you install the VPNadapter before you install any DSL software (althou it might work otherwise but in my expierence this solved alot of problems, PPPoE is the software you install for DSL if thats what you use, if its an allways on connection then there is no softwareto install).
After you installed the VPN adapter reinstall the DSL software and setup the VPN connection.
You did not mention what error you get when you try to connect, but with my expierence you dont get connected at all, I dont remember the Error no. but it gives you an error that it could not establish a connection.
If thats your case then retry a few times until it goes if it goes once then you know that the configuration is good the only thing is that its not stable.
If the error you get is that the server was not availble or something similar then make sure that the settings are correct, that password encryption is set on the client the same as the server, and the same to all other settings.
With the above said I have to admit that there was one type of configuration with DSL taht I could never make VPN work, and that is if you run WIN9x and have 2 NICs on the WIN9x client that you want to be a VPN client, if this is the case then use a internet router to get internet access with the DSL line and install only one NIC on the WIN9x machine.
