Have you tried this way?

[SOLVED] The solution was essentially very simple (like many problems).
1 - Connect the gateway to a computer and open the Arduino-IDE and in the serial monitor appears something like:

0;0;3;0;9;gateway started, id=0, parent=0, distance=0
0;0;3;0;14;Gateway startup complete.

(You now know that the processor works, now's time to check whether there is communication with a sensor.)
2 - Connect a sensor in the same way. (Note there is set to the correct COM port.) Appeared in the serial monitor:

send: 1-1-0-0 s=255,c=0,t=17,pt=0,l=5,sg=0,st=ok:1.5.1
send: 1-1-0-0 s=255,c=3,t=6,pt=0,l=1,st=ok:0
sensor started, id=1, parent=0, distance=1
send: 1-1-0-0 s=1,c=0,t=4,pt=0,l=0,sg=0,st=ok:
send: 1-1-0-0 s=255,c=3,t=11,pt=0,l=25,sg=0,st=ok:DimmableLED /w button & r
send: 1-1-0-0 s=255,c=3,t=12,pt=0,l=3,sg=0,st=ok:1.2
Sending in last known light level to controler:0
send: 1-1-0-0 s=1,c=1,t=3,pt=1,l=1,sg=0,st=ok:0
Ready to receive messages...
read: 0-0-1 s=1,c=1,t=3,pt=1,1=1,sg=0:0
New light level received: 0

Conclusion: There is two-way communication! So the gateway works well (and the same applies to the sensor)! In my case I played somewhat arround with the sensor and observe the respons of both, sensor and gateway.

Hope this description can help others,
Wijbe

Playing with my Arduino IDE and mysensors download on my computer with Windows 7, I can make the following conclusion:
Arduino-1.6.5-r2-windows works fine;
Arduino-1.6.7-windows gives described UIPEthernet warning.

Did the last post from @carlierd helps? I.g. have you tried?

@sundberg84 said:

... When you open your arduino IDE do you see all the MySensors examples there (In example -> MySensors)? The your lib is installed....

I think so. How manny are there, so I can check.

@sundberg84 The sketch UIPEthernet becomes to al my downloads from MySensors.

Even a versionnumber from the gateway is depending of a respons of a sensor?

Last days spent my time for a new gateway. For me the hardware is ok. (Check wiring, placed another Nano and tranciever.) In the serial monitor gives the gateway:

0;0;3;0;9;gateway started, id=0, parent=0, distance=0
0;0;3;0;14;Gateway startup complete.

Is this a good respons?

When its coupled to a Domotics there's no version and no sensors...

How can I check the gateway??

You think this is THE solution????

@Wijbe.Fryslan LOL, jan '15 has to be jan '15 (older version deleted...)