I have the same board.
Not had any problems.
However there is a 'LAN Power Saving' setting in the BIOS, make sure this is disabled (it turns off the network clock when idle to save power, waste of time and could be causing your issues).
By default, the C4E as above will be turned off, only C1 is enabled by default.
But as above, make sure you're running the latest drives in Windows. I didn't have to worry because I used 7, and the built in drivers are great, but with XP you may need the latest Gigabyte drivers.