I should put a disclaimer that the two products I linked to are just things that turned up in Google that fit the type of product I had in mind, I'm not recommending those specific products. If you did decide to go a certain route, I'd encourage to you do some research in that direction on your own. Although having Amazon reviews is nice.
Remember that shielded ethernet cables are not very useful unless they're grounded (only on one side, to avoid a ground loop). I'm not actually sure what the procedure to do this is, though. I would imagine most standard ethernet jacks aren't grounded, some PoE devices are, and that you would normally run your ethernet through something like a ProtectNet and then wire that to the TVSS screw on a UPS or surge protector that has one.
EDIT: It looks like APC has gotten rid of the TVSS screws on all consumer UPS models. My Back-Ups RS 1500 (BR1500) has a TVSS screw between the input/output ethernet ports, but my Back-Ups Pro 1500 (BR1500G) which replaced that model in their product lineup does not.
It's possible that the ethernet ports in the BR1500G themselves support metal grounded RJ45 connectors, so the ProtectNet and TVSS screw wouldn't be necessary, but I'm really not sure.--
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