Generally - use what they tell you, you rarely* have a choice. As for which to use, WinPOET is a PPPoE client, and thus not really needed unless your using Win9X/2K (XP has a built in clinet). I don't know anyone in the states who uses PPPoA offhand. Almost all hardware routers support PPPoE.
-Chu
* More like Never, but there might be one or two ISP's out there who give you a choice . . .