I can't speak for how others do this, but PCLinuxOS detects your ISP's settings and sets up the connection. If your ISP blocks some other servers (some providers do this), you will have a problem. If they have an aggressive policy on how a customer can use their service, they will have their DNS servers set up to redirect to error pages or a "search page" with links they approve. Sometimes they will be set up to "choke" (slow down) your connection at certain times of the day.
It should be noted that not all ISPs will have such policies in place.
Thanks for the explanation. I'm just glad to have it working.