Since MacOS X does not come with a PPTP-client one has to use PPTP-GUI to connect to the provider.
However PPTP-GUI does not currently work when you do not have an internal modem in your Mac since it uses MacOS X's PPP stack which is only set up when a modem is detected.
There is a way around this by "hacking" the Alcatel modem (only works for the ethernet version as far as I know).
Instructions for this can be found here. Basically it makes it so that the ADSL modem will handle the PPTP stuff for you so you can just talk straight ethernet (no PPTP or PPPoE stuff) to it. It will then also do masquerading allowing you to connect multiple machines to it via a hub.
Although this isn't a straight MacOS X tip, it does solve some problems related to MacOS X.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20020222091802793