if (PXE rom doesn't exist){
 Choose one and only one of:
  (1)  flashing a rom with gPXE
  (2) using a floppy/CD to with gPXE emulate a PXE ROM.
} else {
 YAY!
}

Now configure DHCP server to send setup data.

Put necessary files belonging to SYSLINUX and the kernel you're booting on TFTP server.