Ethernet shield is working intermittenly.

Dear All,

I'm very first user for arduino ethernet shield board.
I've ethernet shield(Mega compatible mentioned on board) and arduino UNO and couple of MEGA boards.
I've connected the shield to UNO and run DHCP printer code. (also tried MEGA board but same result)
Some times I'm getting IP address from DHCP server and some times not.
Don't know why.
What could be the problem ?

Any help greatly appreciated.

Thanks for your support.

Regards,
Titus S.