When using RGMII and Spartan-3 family devices, I find that the example design has a missing period contraint. This issue is isolated to the Spartan-3 families (Spartan-3, Spartan-3A, Spartan-3AN, and Spartan-3ADSP), and it is isolated to RGMII only (there is no issue with GMII).
The following constraints should add to the UCF:
NET "*gtx_clk_ibufg" TNM_NET = "clk_gtx";
TIMEGRP "gtx_clk" = "clk_gtx";
TIMESPEC "TS_gtx_clk" = PERIOD "gtx_clk" 7990 ps HIGH 50 %;
This will be corrected in the next release of the core.