Shoutbox

RJ-11 is the most common standard telephone line connector used by ADSL modems. IIRC, it has six 'pins', whereas the Ethernet RJ-45 has 8.
If in doubt, just ask your local PC retailer for an 'ADSL modem cable'

Edit: The RJ-11 connector will only be on one end, the end that goes into the modem. The other end will be a standard telephone jack.