the actual physical connection is simple, almost every DSL provider will sell/lease you a modem, and probably install it, either free or for a price. The DSL modem connects either to your phone line, a fiber optic line (if your in a large city) or most commonly a coaxal line, just like your tv. That modem, also connected to the power outlet, is then connected to your computer via a jumper Ethernet line, commonly Cat5e.
You could also connect a router to the modem instead, and then connect your computer to the router via another Cat5e line, or Wifi. This is only required when you are connecting many computers to the same internet connection, or when you really need Wifi for a laptop or remote computer.
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