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It generally should be near your power meter, and grounded to it (to prevent lightning from coming in through the cable line).
Usually, anything after the ground block is your responsibility. The ground block itself and anything before it is the cable company's responsibility.
It is illegal to unground the ground block. Most utility companies will put a bright yellow tag saying that the line MUST be grounded and to call them if you have to make any changes to it.
Also read About DSL for lots more information