Oh, so it's an actual ethernet card, not the port on the motherboard? At this point, you may just want to try and exchange the card then.
I'm not sure if you did confirm that you tried it, but as said above, trying Ubuntu, etc would be a great test. Linux always seems really good with things like this. But assuming you're still under 30 day return, or very likely under manufacturer warranty, either of those could at least be an option. Better to exchange than hope it will suddenly work... It'll just be a bigger headache.