My Sony Ericsson Xperia Active also came up with this. I solved this by upgrading router firmware. For Linksys WRT54G latest firmware is here:
t. co/Xd1hID8X (correct the url, i can't post it directly)
It's recommended to do it trough the wire.
Actually, the problem wasn't anything to do with DHCP. Router was just resetting (physically turning off/on) when phone was connected.