(Does anyone else have any more information on how Chris should set his gateway setting?)
The Gateway (or router) is assigned by the DHCP server, you don't need to set it to see a dhcp server. The computer looking for an address does a broadcast which is seen by all machines on the network (but not forwarded by routers, so it does not make it to the 'Internet'). If there was a DHCP server available the empeg would be getting an address unless there is incompatibility with the dhcp client on the empeg (like there was with version 1.0 and some SOHO routers).
-Mike