If you're installing an Ethernet for the first time in your life, a few words about the cabling may be in order here. Ethernet is very picky about proper cabling. The cable must be terminated on both ends with a 50 Ohm resistor, and you must not have any branches (i.e. three cables connected in a star-shape). If you are using a thin coax cable with T-shaped BNC junctions, these junctions must be twisted on the board's connector directly; you should not insert a cable segment.
If you connect to a thicknet installation, you have to attach your host through a transceiver (sometimes called Ethernet Attachment Unit). You can plug the transceiver into the 15-pin AUI port on your board directly, but may also use a shielded cable.