Just to clarify...
Apple Remote Access in Mac OS 9 was able to pull the DNS information (as well as your IP, the gateway IP, and a few other things) from the PPP server automatically when it connected. This is a newer extension to the PPP protocol. However since Windows and Mac OS 9 had it I expected it in Mac OS X.
Looks like Apple hasn't had time to add it yet. You have to specify the DNS IP addresses manually. Hopefully this will be one more thing that Apple fixes before the release date.