Thanks for answering SurferTim 
I already tried other configurations, changing ip adress, port number (80, 8000, 8888...), browser. I tried with Arduino 1.0.5-r2 and Arduino nightly, on windows XP 32bit.
I precise that I've any router, I'm on a local network, connecting the devices directly or via a hub or directly, with or without cross calbles.
In most of examples that I found, people use the Arduino Uno and an Ethernet shield, and not the Arduino Ethernet. I know that it's a similar configuration than mine but could it be the reason? 
I have no idea what can be the origin exept a library problem now.