Depends where you live and the local provider i suppose, but in the half dozen countries i have lived/worked in europe it is not possible, you need a second line installed.
If you live in France, i know you can get a 2nd line put in for a nominal fee, maybe 70€, by the state supplier and then have to pay them a monthly fee just to have that telephone line, but here's the good bit... sign up for adsl here and opt for degroupé (unbundled? can't think of the term in english right now) then the ISP takes over your telephone line and offers the monthly charge included free in your ADSL contract so you don't pay any extra. Hope that makes sense....
Baa