I had similar problem.
I found that not all connectors have the same pinouts.
First I used smd mounted connector and bend it's pins to meat holes on board.
This didn't work.
Then I found another connector (that exactly fit into the board) and found that the previous one had reversed pinout (ESATA port was upside-down).
Please look on photos on http://www.newit.co.uk/shop/proddetail.php?prod=eSataSheevaPlug page