You don't mention the type of connection you have (i.e., dial-up, broadband), but if you have broadband, you can add a line in your /etc/rc.conf file that reads:
interface_sl0="DHCP" (if sl0 is the interface; 'ifconfig -a' will show you the interface it found; or 'dmesg | grep -i ether' may also show you)
If you are behind a router then you can put 'interface_sl0=192.168.1.2' in /etc/rc.conf, or whatever the IP range is that you have configured for the router (NAT).
If you have dial-up, you will have to configure PPP which will require you to change your kernel and recompile.