Secure server

I'm looking to replace my ClarkConnect router/firewall with something designed for higher security. I tried OpenBSD but couldnt get it working with my DSL (pppoe).

So I guess my question is, can anyone recommend a highly secure firewall/router that will work with pppoe? I've been looking around and found a few that look promising but I thought I'd see if any of you have a suggestion for a good one.