I recently bought an ArduinoBoardEthernet http://www.arduino.cc/en/Main/ArduinoBoardEthernet and an FTDI cable to program it. Using IDE 1.0 I can program the board no problem, but using basic Ethernet examples I can't get the board to connect. No lights except the power LED go on. I tried replacing the "board.txt" file and upgrading the bootloader as suggested at the bottom of the page, but it didn't help. In fact it prevents Arduino 1.0 from uploading sketches to the board.
If you are referring to the Ethernet shield, and no LEDs light up when you connect an ethernet cable to it, then you have a problem with the ethernet cable or you have somehow manage to toast the board.
At a minimum, the power (green) LED and one other (yellow) connected LED should light up.