Only semi-Linux related, but nevermind...

I have a Rio Karma DAP that can apparently be connected to my Linux box via Ethernet. I have an Ethernet cable that came with it that plugs into a "docking station" for the player. My box has an Ethernet card. But, simply plugging the cable from the docking station into the Ethernet port doesn't seem to do anything, and even if it did I wouldn't know how to go about using it. Do I need to buy a hub and then plug the player into that? I'd like to go as little into network configuration as it takes to get the player working; I know little to nothing about it, as you can probably tell from this post.