I know this because when I had to replace my elderly D-Link when it died a few years ago, I set my new LinkSys modem to Bridged so my server could continue to do the PPPoE like it had been for years. It was later, when I decided to upgrade my server, that turning the PPPoE login on in the modem made certain other things easier.
All DSL modems I have seen in the last few years have a small web server to access their management pages where they let you do this. Surely you already know this?
Wade.