David' issue may have been resolved, but I have the same problem and still cannot connect via my Arduino + Ethernet shield.
In my case I have a Rev3 Uno board and am using 1.0.3. When I run the sample sketch above, I receive the ethernet address of 0.0.0.0
The Uno and Ethernet boards were purchased this week from Radio Shack, the ethernet shield has a mac address on a sticker.
I verified conductivity of all pins between the ehternet shield and the Ardiuno Uno board - all check out OK.
I am on a home network with a linksys router with DHCP enabled and working for the PC's on the network.
When I plug in a raspberry pi to the same network, it immediately gets an IP address assigned to it via DHCP and is able to browse the internet.
I have tried all of the ethernet examples inside of the Arduino 1.0.3 download - and they all either hang and/or report the 0.0.0.0 "ip address" - any other suggestions?
Thanks.