So far the games cost nothing extra to play online. Some games only support broadband connections (cable/dsl etc..), like the SOCOM US Navy Seals game you're talking about, while other games will allow you to play on a dial-up connection or a broadband connection. On the games that support both, when playing with dial-up you usually play with less people, like maybe one other person. When playing with broadband, it will allow more people in a single game.
My theory, if you plan to do a lot of online gaming, spend a lot of time on the internet etc... broadband is definitely worth it.