Your Linksys router (whatever model you have) WILL handle the PPPoE for you. All you have to do is log into it (192.168.1.1, no user name, default password "admin") and tell it what kind of connection you have (DSL with PPPoE) and then enter your username and password for your ISP.
To all: when you connect your Mac to a router, IT IS CONNECTED TO A LAN, NOT THE INTERNET. This makes a big difference. First and most important to this discussion, it means that you don't need to do anything else; the router does all the heavy lifting for the Internet connection and serves it up as a LAN connection. Yes, it really is that simple.