Is the DVD from Toshiba or the unoffical download? It's the unoffical make sure you BURN THE IMAGE using Nero. I down loaded nero free trial (92mb ouch!). I tried using other programs but none worked.
Have you followed all instructions on pages 44-45? Make sure to select DHCP On and DNS On (Assuming your Internet router has DHCP.)
When you click Confirm, make sure IP addresses are displayed. (Both IP Address and DNS Server). This will confirm that your player is talking to your Internet router.