Vista - dial up to broadband DSL wireless plz help

OK here's myIset up i have DSL and a modem connected to a router via Ethernet cable (router is wireless g Linksys WRT45) i have NEVER used dial up on this computer but when i go to connect to my Internet here the dial up prompt comes up and far as i know that's the only way i can connect (yes i am wireless right now)

i can surf the Internet OK and watch video's on YouTube OK but i know that this is not my TRUE connection and speed this is not the right way to connect to the Internet cuz when the Internet guy came here in the past to set my internet up he got it to connect with out dialing and it was way faster then. It was disconnected for the summer, now it resets every time i connect at work which is pretty much the same setup same router only dif is they have satellite Internet. it resets every time i come home from work and i cant call the Internet guy every time this happens...

one more thing to add i have my xbox connected to my computer and my computer is told to share its connection with it i can play online games on the computer ok with little lag but my xbox wont even connect says MTU timed out

Any help would be really appreciated.

if you wont some screen shots just let me know im kinda new (prolly have to tell me how to past em in here in less i can just print screen and past)