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Prerequisites: add universe and multiverse repositories.

Open a terminal window and type in:
sudo apt-get install build-essential
wget -c http://frankandjacq.com/ubuntuguide/rp-pppoe-3.6.tar.gz
sudo tar zxvf rp-pppoe-3.6.tar.gz -C /opt/
sudo chown -R root:root /opt/rp-pppoe-3.6/
sudo gedit /usr/share/applications/RP-PPPoE.desktop

Insert the following lines into the new file

[Desktop Entry]
Name=RP-PPPoE
Comment=RP-PPPoE
Exec=gksudo /opt/rp-pppoe-3.6/go-gui
Icon=
Terminal=false
Type=Application
Categories=Application;Network;

After that you can find RP-PPPoE in the Gnome menu under Applications -> Internet.