Ethernet shield not connecting

Hi, i have connected Ethernet shield to a mega2560.
My shield and PC both are connected to D-Link router . When i try the DHCP address printer or DHCP chat server examples from ethernet library i get
"Failed to configure Ethernet using DHCP ".

I have not disrupted the shield in any manner and dont think its broken. All the LED's on my shield are glowing. Please help.

Which ethernet shield? W5100? W5200? W5500? ENC28J60?

A link to the shield may help.

Shield is W5100.. i have not inserted a SD card