TerryB:
Can we please get back to the original topic about andrepcg's problem? I have the same setup: Aduino Uno + ethernet shield + LCD keypad shield. There is no SD card inserted in the ethernet shield.If I remove the LCD shield DHCP works just fine. I can even ping my setup without any additional code to handle ICMP ping packets. However, if I add the LCD shield back onto the stack DHCP works unreliably. I print the ethernet board's IP address to the LCD screen and I get different addresses everytime or none at all.
Then this is not the same problem and topic as the OP. That part was solved, as it appears it is with your's. Now you have a LCD conflict problem. I recommend starting a new thread with the following info:
Your sketch code.
What LCD shield are you using?
How are you powering all this? The ethernet shield takes a bit of power on its own.