Make sure that the "network" service is enabled.
/sbin/chkconfig --list network
You should see the following output:
network 0:off 1:off 2:on 3:on 4:on 5:on 6:off
If you don't, that output, then you need to enable the service:
/sbin/chkconfig --level 345 network on
If the service is already configured, then you might wanna try either configuring the interface manually (i.e. editing /etc/sysconfig/network-scripts/ifcfg-eth0) or using a different GUI to set it up (i.e. if you're using network manager, try system-config-network and vise-versa).