How should I make an Internet broadband connection on Ubuntu?

[JustaGuy]

I just installed Ubuntu, because I was sick of Windows and its errors. But now I can't connect to the Internet!!! It only seems to have Wireless and Modem connections and you can't make another one at all!!
So how do people use Broadband and ADSL connections with Linux Ubuntu???

Please, tell me how to do it and if you could post a Website that teaches me how to do it, too, then that will be awesome.

Thanks