Welcome to the Apple Support Communities
Have you installed the Boot Camp drivers? If not, you have to install them. The installation depends of the OS X version you have; if you have Snow Leopard, insert the Snow Leopard DVD and install them, and if you have Mountain Lion or Lion, this is a bit more difficult:
1. Press X key while your Mac is starting and open Boot Camp Assistant.
2. Tick the option to download the Windows support software and follow its steps-
3. When it has finished, restart into Windows and install them.
This should install your Ethernet driver