It's the squareish/rectangular hole with 8 thin contact pins at the bottom. Looks like a larger version of the connector that you can find on most any phone today (normally with 4 connectors).
Looking at the rear of the empeg, from left to right, the connectors are:
power, usb, ethernet, serial, left and right RCA (and the car docking connector at the top right). On my empegs the connectors are all labeled, aren't yours?
Also, if you plug your empeg directly into the network card of your computer, ie not to a hub, you need a crossover ethernet cable. If you do plug it into a hub or switch, you need a straight ethernet cable instead.
/Michael
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/Michael