I rarely have any luck with using the GUI to set up networks.
Try editing your /etc/network/interfaces
file so it looks like this:
iface lo inet loopback
iface eth0 inet dhcp
iface eth1 inet dhcp
A command to edit that file might be
sudo nano /etc/network/interfaces
Connect your ethernet cable to your modem/router, then
sudo ifdown eth0
sudo ifup eth0
You should see some negociation messages and then be connected.
If you are not connected, please post both your interfaces file and the "negociation messages" you see.
If connected, you can see the details of your connection with ifconfig
Welcome to LQ!