Could be several things:
1) You may have a static IP set up on your Network Interface Card (NIC)
2) You could be using a crossover cable. Make sure the wires inside the cable ends match color patterns. If you can't tell, sometimes they have it written along the cable for pre-manufactured cables. If it's red, there's a chance it is a X/O cable.
3) Your NIC card could be disabled. If your cable is plugged in and your wireless is disabled, do you see network activity lights on your NIC, where you plugged the CAT5e cable in?