Are you using WinPoet to connect? If so, you have a version of DSL that uses PPPoE, which is a protocol I've never seen supported for WinCE. A little research finds rumors of ppl developing such a client.
All is not lost, however. Many DSL/Cable routers, i.e. Linksys, support PPPoE. That would make the DSL transparent to your network, and allow any computer (even multiple computers) to connect w/o special dialer (Winpoet) software. It would be a true always-on (as far as you're concerned) DSL.
check out http://www.practicallynetworked.com for info on linksys and other such routers.