I got round this by taking out my second Ethernet card so I only had the one.
I only have 1 at the moment.
I then got all the software I needed ie. DHCPCD. Put the other ethernet card back in and it all stated to work.
I tried dhcp-client, but that didn't get any info at all! :'( . Did you install dhcpd from source? I could always d/l source using windoze, and then mount the 'doze partition and get the source from there.
This linux box (perhaps I'll worry about the ipcop one later) doesn't need to be a dhcp server, just a client.
/me is confused, frustrated etc.