Interrupts from Ethernet Shield to Mega2560

Hello!

I'm trying to catch interrupts generated by Ethernet Shield sockets, but apparently I miss something.
So after initializing all the stuff I have 2 sockets S0 and S1, the first is UDP multicast socket, and the second is TCP listening on port80. At this moment the register states are:

EIFR:0x0 IR:0x0 S0_IR:0x0 S1_IR:0x0

Then I telnet to port 80 and the S1 and it invokes interrupts properly on the w5100 but mega2560 External Interrupt Flag register is empty:

        Socket1 status: 0x17                                                
EIFR:0x0 IR:0x2 S0_IR:0x0 S1_IR:0x1

Description page http://arduino.cc/en/Main/ArduinoEthernetShield for the shield says that

"The jumper connects the INT pin of the W5100 to digital pin 2 of the Arduino. "

. Pin map of Mega2560 says that digital pin 2 is PORTE4 and it is INT4 external interrupt, so I set the flags as follows:

sei(); //enable external interrupts;
DDRE &= ~(1<<4);  // set the pin 4 onPORT E on input
EIMSK = 0b00010000; //Set the External Interrupt Mask Register
SPI_Write (IMR,0xFF); //enable all interrupts in w5100

And as showed previously the interrupts in Ethernet Shield still are not concidered by mega, however I can invoke the interrupt by explicitly writing low to that ping like.

What do I miss to catch w5100 interrupts?

It appears the INT line is not connected to digital pin 2 by default. The two pads that probably need to be jumpered are the square ones on the bottom of the ethernet shield just above the ICSP connector in this picture. Mine appear to be not connected.

Thanks SurferTim!

It appears to be the point.
Unfortunately I don't have any soldering tools with me, and first try to make it with a small wire and adhesive tape failed.
It would be nice if someone could share any experience with this jumper and interrupts.