Note: This only applies to PPPoE connections.
Windows XP's default MTU setting is 1480 with it's built in PPPoE software. ( 1486 for Windows 2000 ). In order to increase the MTU you'd have to use a different PPPoE client, such as
RASPPPoE.
You MUST delete your current connection before installing another client to avoid errors, so make sure you have downloaded a new PPPoE client first. To delete the Windows PPPoE client, right-click My Network Places and select Properties (your connection should be under Broadband Connections). Right-click > disconnect, then right-click > delete. If you're installing RASPPPOE, make sure to read the instructions carefully.