|I don't think, that it's a lack of broadcast pakets.|
Broadcast is normally that, what you always get.
If the PC, where you run Ethereal, is connected to a switch, you can only see broadcast and nothing else, because the network pakets are always directed to the port, where the request came from.
So therefore, you need to use a HUB between the switch and the ADSL device. So you can connect the monitoring PC also to that HUB and can sniff all the traffic from you network to the ADSL and vice versa.
You also have to install PCAP, to sniff pakets with Ethereal, to switch the network card into the promiscious mode.