problem with enc28j60

Hello everyone, today I got this module ethernet, but when I connected to the arduino in router and to configure it gave no immediate signs of life, as the two green and yellow LEDs do not light up.
It is normal ???
I own this:
http://www.ebay.it/itm/Mini-Modulo-ENC28J60-Ethernet-LAN-Rete-Network-per-Arduino-PIC-51-AVR-ARM-STM32-/301167480178?pt=Componenti_elettronici_attivi&hash=item461efb0d72

Thanks !!

How did you connect it to the Arduino ?
Which Arduino board are you using ?
Which sketch did you use ?