No you said you have the Surface Pro Ethernet Adapter, people have attempted to use it on RT along with other USB Ethernet Adapters. If it is showing the yellow "!" then it is one of two possibilities, bad hardware or the drivers didn't load properly. I would Uninstall the adapter using Device Manager and have it remove the drivers as well, reboot and plug it back in while connected via your wireless network and allow it to reinstall the drivers (If you are using Kaspersky AV disable it before reinstalling). If that doesn't work, make sure you've loaded all of the Firmware Updates as one was related to the Ethernet Adapter. If that still doesn't fix it I would RMA the adapter for a new one as it would be hardware related.