I have purchased an Arduino Uno R3 board and a LAN shield from these locations:

Arduino UNO R3 - http://www.amazon.in/gp/product/B00H1HR576?psc=1&redirect=true&ref_=oh_aui_detailpage_o01_s00

Arduino LAN shield - http://www.ebay.in/itm/W5100-Ethernet-Shield-for-Arduino-Uno-And-Mega-KG027-/121654747580?

I am trying to configure Ethernet using this sketch:

#include <SPI.h>
#include <Ethernet.h>

// Enter a MAC address for your controller below.
// Newer Ethernet shields have a MAC address printed on a sticker on the shield
byte mac[] = {
  0x4,0x2,0x45,0x68,0x5E,0x96,0x56
};

// Initialize the Ethernet client library
// with the IP address and port of the server
// that you want to connect to (port 80 is default for HTTP):
EthernetClient client;

void setup() {
  // Open serial communications and wait for port to open:
  Serial.begin(9600);
  delay(5000);
  // this check is only needed on the Leonardo:
  while (!Serial) {
    ; // wait for serial port to connect. Needed for Leonardo only
  }

  // start the Ethernet connection:
  Serial.println("trying to configure ethernet...");
  while(Ethernet.begin(mac) == 0) {
    Serial.println("Failed to configure Ethernet using DHCP, retrying after 5 sec");
    // no point in carrying on, so do nothing forevermore:
    delay(5000);
    Serial.println("trying to configure ethernet...");
  }
  // print your local IP address:
  Serial.print("My IP address: ");
  for (byte thisByte = 0; thisByte < 4; thisByte++) {
    // print the value of each byte of the IP address:
    Serial.print(Ethernet.localIP()[thisByte], DEC);
    Serial.print(".");
  }
  Serial.println();
}

void loop() {
}

It generates this output in the Serial Monitor:

trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...
Failed to configure Ethernet using DHCP, retrying after 5 sec
trying to configure ethernet...

I have captured the LED indicators on video on YouTube, it shows Tx and Rx LEDs glowing occasionally. Please find the link below:

https://www.youtube.com/watch?v=tktkjooh3CA&feature=youtu.be

It looks like Adruino is not able to connect to the Ethernet... I am using the Arduino IDE 1.6.5 on Windows 7.

Is there any debug tool for Arduino that can be used to figure out this issue?