Two things could be causing that problem.
First, IDE versions prior to v1.0.1 had a bug in the ethernet library that caused failures. I recommend downloading IDE v1.0.1 from the Arduino site and trying it.
Second, if there is a memory card in the microSD slot, that will cause problems with UDP functions like DHCP and NTP if the memory card is not disabled or initialized.
I recommend trying the DhcpAddressPrinter sketch in the ethernet examples. Once you get that working, you should be ok.