Ethernet shield doesn't work

Hallo, on my shield an indication jaust on LED "on". Does it mean, that RJ45 is burned out ?

Not necessarily.

I have Arduino Mega 2560 REV3 and Ethernet W5100 R3 SHIELD W5100. Also I have Shield with 16 Relais. From the beginning everything worked, but sudenly it could not upload any sketches to Arduino. After many tryings I've find out that it's possible to upload any sketch but if I take Ethernet Shield away from Arduino. And if I put Ethernet Shield back no any sketches that take deal with net works. Also on Ethernet Shield just one indication as I said. No ping, no chat, nothing. How can I check it or what can be brocken? Reset button works good, all 6 contacts on ICSP are correct.

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You don't have anything connected to D50 to D53, do you? Is there a SD card in the shield's slot?

No SD, no one pins. What make transformers inside RJ45 socket?