Ethernet Shield only works when connected via usb

Hi,

I am using the Ethernet shield for controlling an LED via http.
I am using this variant of the Ethernet shield:
http://www.ebay.in/itm/Wiznet-W5100-Ethernet-Shield-for-Arduino-Uno-Mega-/151236241933?pt=LH_DefaultDomain_203&hash=item233661ea0d&_uhb=1

The problem is, it only works when I am connected to the computer via USB. When I use an external power supply (12V 2A) I can't connect anymore!!

Any help would be appreciated.

Kind regards,
prayag2010