Putting MS Proxy server in place for network access opens up a big security hole. You might be safer, and better off using a Linksys DSL Gateway, which can be aquired for under $100. It'll take you about 5 minutes to configure, and give your networkeasier access to the internet. It will also get rid of your headache.
If you have to use PPoE on your NT Proxy server, Your ISP should have provided you with a PPoE dialer. After installing it, you may be able to get it to connect by using a simple VB script. If you aren't versed in VB scripting, which few people are, just use a cheap router.
More expensive solutions are availible. Visit my company website at www.arraysys.com and look at our Enterprise products. The Netwolves Wolfpac 2040 FW would be ideal for your situation. It has PPoE built in, it is a state of the art firewall, can support PPTP dialins, IPSEC VPN's between static sites, and has a proxy server built in. If the purpose of using a proxy server is to gain monitoring and control over your network, this product can do it, for a hardware cost of $1,000 to $3,000