If you use PPPoE+ADSl then you probably can set up your modem to router mode (your modem'll connect over PPPoE, not your PC). Then you can use internet directly from Kolibri, if your network card is supported.
You can use almost any virtual PC - Qemu, VirtualBox, VMWare and so on. I prefer qemu for testing and VirtualBox for runnig KolibriOS. You can install and use VirtualBox easily on Windows, Mac and Linux
If you need help, I can write step-by-step instruction. If you don't need that help then please make such instruction for other peoples
They'll be very glad.