I am wondering how to make it on TD-W8970...Can you describe in details? Thank you.

Its quiet simple.
I am usin windows 8.1 but tested it on windows vista too.
Just do a new internet connection from our windows pc and choose pppoe.
control panel > network and internet>network and sharing center>setup a new connection or network > connect to the internet>broadband(pppoe)>input your credential your isp gave you.
Do an 'ipconfig' from a cmd line and you will see that you have a direct pppoe connection.

I see. But my ISP doesn't allow me to do that. I mean if I set up a PPPoE connection, I cannot do it on modem itself and vice versa.
To select a correct ISP matters...How do you think? :rolleyes: