abasel
.... DynaLink RTA1320 to bridge mode was easy...
I know that modem, it works OK in bridged mode with SME in server gateway mode and a TPG (Australia) ADSL2+ service, I think it was a PPPoE with static IP.
... configuring the SME server seems to be more complex
I subscribe to opendns.org... I used there IP in the DNS setting...
I would suggest initially to not configure this in SME server setup, so that it is not a source of problems or conflicts.
You can enable it later once you get SME connected at a basic level.
When I chose the PPPoE option, I don't get asked for my IP
With PPPoE there is no need to enter the IP as it (the static IP) will be automatically handed out by your ISP. This would be the option to choose with current popular ADSL2+ static IP services.
When I choose the Static IP option, I don't get asked for my account login details for the PPP connection
Yes that option is for a business grade static IP service, popularly available with previous ADSL offerings but now generally not available with ADSL2+ (gone to PPPoE).
I have tried both options but don't get a connection.
I'm guessing you should use PPPoE, you should tell us what country you are in, what type of service you have, ADSL, ADSL2, ADSL2+ etc and what ISP you use and what layer service it is ie layer 2, 3 ?
After you make the bridging changes to the modem, power it down for 5 minutes, then power it on, then check you have ADSL carrier/signal on the front panel lights.
Then configure your SME server and reboot it. Check you now see a Ethernet connection on the front panel lights of the modem and perform the Internet connection test. Swap the Ethernet cables around if "no go" initially. Do not be too quick to change setup, you need to troubleshoot the system as is rather than trying other invalid configurations.
Perhaps you also need to check with your ISP that your service is PPPoE and ask whether their tech support people see your SME server logging in to the PPPoE connection. (The initial working setup of the modem/router showed PPPoA).
Only after you have it all running should you then configure the opendns setting. Note there are other ways you can achieve similar protection with SME eg Dansguardian, Squidguard and other techniques. That will come later though.