As other have already mentioned DSL lines do connect to the phone and the phone line can support the AIN (Caller ID).
Here is a free application for caller ID on the PC : http://dink.no-ip.info/Blog/post/RadPop-Free-Caller-ID-and-Web-Monitor-windows-application.aspx
This application does not use TAPI but hits the modem hardware directly. If you have problems using other caller ID software on your computer it is likely that the software is using TAPI.
A click once delpoy of the application is here: http://dink.no-ip.info/RadPop/publish.htm
Click Once might to only work in Internet Explore. But if this application ever gets upgraded the new files are sent to you without any intervention by you.