hmmm did you start the network before entering the setup? before entering setup, enter "network" (without the quotes of course) to probe and load the network drivers. If you did this, are you sure it loaded a driver without errors? you can always check if your network works before entering setup with ifconfig. type "ifconfig" to see the current active network devices (this should show the loopback interface). the command "ifconfig eth0 <ip address>" will assign an IP address to your ethernet card, if this can be done without errors, the NFS should work.
greetz & success,
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