Do I have to shut down or disconnect my DSL to hook up the PlayStation Network Adapter I keep gett'n an error

Every time my son and I try to hook up his Playstation Network adapter by following the onscreen instructions about choosing if you have dsl or dail up we choose dsl and hook up the phone to the playstation once the machine start its connection detection it takes a while you think everythings then we get a connection line error message we have called all the numbers provided and no one seems to have a clue and some just says hold on let transfer you we are frustrated can anyone help? thanks fajbabyfj