I never used the DHCP feature to assign an IP address for the Ethernet shield, but somewhere in there you have to list the IP of the router that assigns the DHCP. In everyday use of the Shield, you don't want your router to assign an IP to your device because every time it connects it might get a different IP address. That means if you want to communicate with it, you need to discover the IP address each time. And communicating with it from the WAN side through a port you open in your router would be impossible.
Try one of the fixed IP sketches, but select an free IP in your routers IP range that isn't in the routers DHCP IP range (that way the fixed IP won't interfere with the IPs given out automatically).