Перерыл весь форум, так и не нашел ответа:(
Проблемы в следующем:
1. При попытке войти на сайт *.com (например www.microsoft.com или www.icq.com) получаю ответ, что страница не найдена. Такая же ситуация и на некоторых *.ru сайтах. У знакомого usb Zyxel и все работает нормально. В чем может быть проблема?
2. Если отключить FireWall, то связь с интернетом прекращается вообще. Почему?

Модем настроен в качестве маршрутизатора. Настройки брал здесь:
http://www.dlink.ru/technical/faq_xdsl_37.php
прошивка : DSL-504T_V1.00B02T02.RU.20041014

Логи устройства?

Sep 12 23:30:36> Failed to Authenicate
Sep 12 23:30:41> pppd 2.4.1 started by root, uid 0
Sep 12 23:30:42> Connecting PPPoE socket: 00:30:88:00:37:8e 8c08 nas0 0x1000d3b8
Sep 12 23:30:42> Connect: ppp0 {--} nas0
Sep 12 23:30:55> CHAP authentication failed
Sep 12 23:30:55> Connection terminated.
Sep 12 23:30:55> Doing disconnect
Sep 12 23:30:55> Failed to Authenicate
Sep 12 23:31:01> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:01> Connecting PPPoE socket: 00:30:88:00:37:8e bb08 nas0 0x1000d3b8
Sep 12 23:31:01> Connect: ppp0 {--} nas0
Sep 12 23:31:01> CHAP authentication failed
Sep 12 23:31:01> Connection terminated.
Sep 12 23:31:01> Doing disconnect
Sep 12 23:31:01> Failed to Authenicate
Sep 12 23:31:07> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:07> Connecting PPPoE socket: 00:30:88:00:37:8e ca08 nas0 0x1000d3b8
Sep 12 23:31:07> Connect: ppp0 {--} nas0
Sep 12 23:31:11> CHAP authentication failed
Sep 12 23:31:11> Connection terminated.
Sep 12 23:31:11> Doing disconnect
Sep 12 23:31:11> Failed to Authenicate
Sep 12 23:31:17> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:17> Connecting PPPoE socket: 00:30:88:00:37:8e e308 nas0 0x1000d3b8
Sep 12 23:31:17> Connect: ppp0 {--} nas0
Sep 12 23:31:21> CHAP authentication failed
Sep 12 23:31:21> Connection terminated.
Sep 12 23:31:21> Doing disconnect
Sep 12 23:31:21> Failed to Authenicate
Sep 12 23:31:26> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:26> Connecting PPPoE socket: 00:30:88:00:37:8e f708 nas0 0x1000d3b8
Sep 12 23:31:26> Connect: ppp0 {--} nas0
Sep 12 23:31:30> CHAP authentication failed
Sep 12 23:31:30> Connection terminated.
Sep 12 23:31:30> Doing disconnect
Sep 12 23:31:30> Failed to Authenicate
Sep 12 23:31:35> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:36> Connecting PPPoE socket: 00:30:88:00:37:8e 0a09 nas0 0x1000d3b8
Sep 12 23:31:36> Connect: ppp0 {--} nas0
Sep 12 23:31:39> CHAP authentication failed
Sep 12 23:31:39> Connection terminated.
Sep 12 23:31:39> Doing disconnect
Sep 12 23:31:39> Failed to Authenicate
Sep 12 23:31:45> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:45> Connecting PPPoE socket: 00:30:88:00:37:8e 1f09 nas0 0x1000d3b8
Sep 12 23:31:45> Connect: ppp0 {--} nas0
Sep 12 23:31:46> CHAP authentication failed
Sep 12 23:31:46> Connection terminated.
Sep 12 23:31:46> Doing disconnect
Sep 12 23:31:46> Failed to Authenicate
Sep 12 23:31:51> pppd 2.4.1 started by root, uid 0
Sep 12 23:31:51> Connecting PPPoE socket: 00:30:88:00:37:8e 2c09 nas0 0x1000d3b8
Sep 12 23:31:51> Connect: ppp0 {--} nas0
Sep 12 23:31:54> CHAP authentication failed
Sep 12 23:31:54> Connection terminated.
Sep 12 23:31:54> Doing disconnect
Sep 12 23:31:54> Failed to Authenicate
Sep 12 23:31:59> pppd 2.4.1 started by root, uid 0
Sep 12 23:32:00> Connecting PPPoE socket: 00:30:88:00:37:8e 4109 nas0 0x1000d3b8
Sep 12 23:32:00> Connect: ppp0 {--} nas0
Sep 12 23:32:15> CHAP authentication failed
Sep 12 23:32:15> Connection terminated.
Sep 12 23:32:15> Doing disconnect
Sep 12 23:32:15> Failed to Authenicate
Sep 12 23:32:20> pppd 2.4.1 started by root, uid 0
Sep 12 23:32:20> Connecting PPPoE socket: 00:30:88:00:37:8e 6709 nas0 0x1000d3b8
Sep 12 23:32:20> Connect: ppp0 {--} nas0
Sep 12 23:32:21> CHAP authentication failed
Sep 12 23:32:21> Connection terminated.
Sep 12 23:32:21> Doing disconnect
Sep 12 23:32:21> Failed to Authenicate
Sep 12 23:32:27> pppd 2.4.1 started by root, uid 0
Sep 12 23:32:27> Connecting PPPoE socket: 00:30:88:00:37:8e 7709 nas0 0x1000d3b8
Sep 12 23:32:27> Connect: ppp0 {--} nas0
Sep 12 23:32:39> CHAP authentication failed
Sep 12 23:32:39> Connection terminated.
Sep 12 23:32:39> Doing disconnect
Sep 12 23:32:39> Failed to Authenicate
Sep 12 23:32:45> pppd 2.4.1 started by root, uid 0
Sep 12 23:32:45> Connecting PPPoE socket: 00:30:88:00:37:8e a109 nas0 0x1000d3b8
Sep 12 23:32:45> Connect: ppp0 {--} nas0
Sep 12 23:32:48> CHAP authentication failed
Sep 12 23:32:48> Connection terminated.
Sep 12 23:32:48> Doing disconnect
Sep 12 23:32:48> Failed to Authenicate
Sep 12 23:32:53> pppd 2.4.1 started by root, uid 0
Sep 12 23:32:53> Connecting PPPoE socket: 00:30:88:00:37:8e ad09 nas0 0x1000d3b8
Sep 12 23:32:53> Connect: ppp0 {--} nas0
Sep 12 23:32:57> CHAP authentication failed
Sep 12 23:32:57> Connection terminated.
Sep 12 23:32:57> Doing disconnect
Sep 12 23:32:57> Failed to Authenicate
Sep 12 23:33:02> pppd 2.4.1 started by root, uid 0
Sep 12 23:33:03> Connecting PPPoE socket: 00:30:88:00:37:8e c209 nas0 0x1000d3b8
Sep 12 23:33:03> Connect: ppp0 {--} nas0
Sep 12 23:33:03> CHAP authentication failed
Sep 12 23:33:03> Connection terminated.
Sep 12 23:33:03> Doing disconnect
Sep 12 23:33:03> Failed to Authenicate
Sep 12 23:33:08> pppd 2.4.1 started by root, uid 0
Sep 12 23:33:09> Connecting PPPoE socket: 00:30:88:00:37:8e d009 nas0 0x1000d3b8
Sep 12 23:33:09> Connect: ppp0 {--} nas0
Sep 12 23:33:12> CHAP authentication failed
Sep 12 23:33:13> Connection terminated.
Sep 12 23:33:13> Doing disconnect
Sep 12 23:33:13> Failed to Authenicate
Sep 12 23:33:18> pppd 2.4.1 started by root, uid 0
Sep 12 23:33:18> Connecting PPPoE socket: 00:30:88:00:37:8e e809 nas0 0x1000d3b8
Sep 12 23:33:18> Connect: ppp0 {--} nas0
Sep 12 23:33:29> CHAP authentication failed
Sep 12 23:33:29> Connection terminated.
Sep 12 23:33:29> Doing disconnect
Sep 12 23:33:29> Failed to Authenicate
Sep 12 23:33:35> pppd 2.4.1 started by root, uid 0
Sep 12 23:33:35> Connecting PPPoE socket: 00:30:88:00:37:8e 090a nas0 0x1000d3b8
Sep 12 23:33:35> Connect: ppp0 {--} nas0
Sep 12 23:33:36> CHAP authentication failed
Sep 12 23:33:36> Connection terminated.
Sep 12 23:33:36> Doing disconnect
Sep 12 23:33:36> Failed to Authenicate
Sep 12 23:33:41> pppd 2.4.1 started by root, uid 0
Sep 12 23:33:42> Connecting PPPoE socket: 00:30:88:00:37:8e 150a nas0 0x1000d3b8
Sep 12 23:33:42> Connect: ppp0 {--} nas0
Sep 12 23:33:56> WAN IP address 83.237.56.190
Sep 12 23:33:56> PPPoE Connect with IP Address 83.237.56.190
Sep 12 23:33:56> WAN gateway 83.237.56.1
Sep 12 23:33:56> PPPoE Connection Successfully Established
Sep 12 23:33:56> PPPoE Connect with Gateway IP Address: 83.237.56.1

Как настроено MTU на PPP интерфейсе?

Ура!!! Я нашел свою ошибку!! У меня MTU было 1500 поменял на 1400 и все ЗАРАБОТАЛО!
Большое спасибо за помощь!
Но вторая проблема, к сожалению осталась. При отключении Firewall'а доступа к интернету нет. Как быть, его вообще можно отключить?

лог:
Sep 8 12:00:15> Connect: ppp0 {--} nas0
Sep 8 12:00:17> WAN IP address 85.140.5.236
Sep 8 12:00:17> WAN gateway 85.140.5.1
Sep 8 12:00:17> PPPoE Connect with IP Address 85.140.5.236
Sep 8 12:00:17> PPPoE Connection Successfully Established
Sep 8 12:00:17> PPPoE Connect with Gateway IP Address: 85.140.5.1
Sep 8 12:02:37> Firewall NAT service stopped

Вместе с файрволлом Вы отключаете NAT, а без него приватные адреса в Интернет на работают.

Понятно
Еще раз большое спасибо за помощь.

Объясните дураку, что такое MTU

Я только, что купил DSL-G604T, поставил этот MTU 1500 и не вижу ничего, кроме yandex и нескольких новостных сайтов.

Где найти правильные настройки? Какую литературу читать, чтобы понять

что там чего означает?

Посмотри здесь
http://www.dlink.ru/technical/faq_xdsl_38.php

Что такое MTU я не знаю, но как сказали умные люди оно должно быть не 1500, а 1400
Когда у меня было 1500, проблема с доступом была таже.