It's a very odd problem, I would seem to me more likely than anything that you have some issues with your cabling/hub/switch or you are using a crossover cable between two hosts (not all network cards like that)
But that said you would still be able to modprobe the driver even with cable issues.....very very odd
Tell me, do you get link lights at both ends (assuming your cards have then, I am seeing an annoying tendancy to omit them on cheaper devices) The media detection thing in Windows uses the same link carrier detection that lights up the link light so it would be really odd if you were getting the link lights but Windows still thought the cable was disconnected.
Can you de-activate the on board card in your BIOS ? does that make any difference to the PCI card you have bought ?