I think the difference is in the type of DSL you have.
Some DSL services dynamically assign you an ip address (your address on the internet*) These services are the ones where you have to click on something on your desktop to turn on DSL. Everytime you sign on with your username and password, it authenticates you and gives you an ip address, which can change each time. Other things are probably configured at the same time.. a profile maybe set that contains information on what may/maynot be done. For example, they may block certain traffic so that you can't run your own website or server, or they may block file sharing traffic. This effectively keeps costs down for them, as you will not be sending or receiving alot of extra traffic.
Other DSL services statically assign you an address. It is yours and shouldn't ever change. There is no authenticating and the connection is "always on". This is generally done by more independent type DSL providers (not the phone company) or if you get Business class DSL. It is often used by gamers and people running web servers or other services, because they need their ip address to be permanent, and unfiltered.
This doesn't mean that if you have the first type you can't have an always on connection... as some have said they have been able to re-configure it. This is more of a possible explanation of why.
--Heather
(geek girl)
*Your address on the internet: No, not your email address silly! An ip address is what the
www. websitehere .com gets translated into so that your computer knows how to find it. It is a number made up of 4 parts (called octets) separated by decimals -- looks like 1.2.3.4
Every computer on the internet has to have one.. you need one so
www. websitehere .com knows where to send the webpage content to.