The problem seemed to be linked to the MTU setting on the router. I had the correct setting, but throttling it down to 1470 seemed to fix the problem.
Thank goodness for open source tech support, like the forums on dslreports. This problem seems to be common for people using a router to share their dsl among several computers, and who also connect to their provider via PPPoE.
Of note, this “problem” was solved back in 2001.