Look carefully, you can see the link light on the ethernet connection there. It's an Arduino Ethernet board. In the picture, I'm running it on a 9v adapter, but it'll draw power off a USB-to-FTDI connection as well.
I ran through the Client DHCP example on the arduino.cc site, and that worked great. I ran through the Server example as well, but that needed a couple modifications to work for me. (Add `#include <SPI.h>` at the top, change the Server and Client classes to EthernetServer and EthernetClient. I'm not a programmer, so don't quote me on that.)