Are you in the network menu when you're attempting to establish the connection, and is it possible to select the networking option in the menu?
Please help. I cannot get the Ethernet connection working on my LE40A856. When I connect the TV directly to my PC using the crossed Ethernet cable (and setup IPs properly), it works ok. But I have the ASUS WL500g router and want to connect both the TV and PC to it. With PC there is not any problem but TV doesn't work. I tried both crossed and 1:1 ethernet cables but there's no link (LEDs on TV and router don't get lit). In the same router port the PC works ok, so it's not broken. Does anyone met the same problem? Please help.