I have exactly the same problem, DHCP works fine, tcpdump only shows UDP traffic, no TCP traffic at all.
I boot directly from 4.0 DVD, no custom configuration
Hardware name shown in iwconfig eth0 is ipw2100, aka, centrino 1, built-in wireless.
iwconfig output is normal. ifconfig output is normal, AP is a linksys router, open access, no encryption.
Everything used to work fine with exactly the same hardware in knoppix 3.9, 3.8, 3.7 .... etc.
I am sure I am connected to the right AP, based on the associated MAC on iwconfig
I guess the fact that UDP works fine is the reason DHCP works.
I can see broadcast traffic from other computers too with tcpdump, the problem is TCP doesn't work.
ethereal shows only UDP and ARP working. TCP output is 0 even when I try to telnet to port 80 of the router.