You actually have two options:
1) Check your ISP's support site for a downloadable one. I know the former SBC Yahoo! (now at&t) DSL service also had a PPPoE client for OS9, although their new modems do everything internally.
2) Get a cheap router and just set it up to handle the PPPoE. This has the added advantage of providing some security, as the router acts as a sort of firewall. This will work with any ISP, and you can connect any computer with an Ethernet port to it, regardless of OS.
There might also be a #3 option: Can't some new DSL modems be configured to do PPP internally? I'm not an expert in that area, but my modem, at least, just spits out an IP address via DHCP--the login info is stored in the modem. If so, buying a new modem might fix your issue, if your ISP allows it.
...if 1 and 3 don't pan out, #2 is relatively cheap and easy, so that's what I'd do.