couple of things 1st:
Go into you bios and disable the boot from LAN option, as that's what the PXE part refers too, it could be because your HDD isn't working properly (and/or optical drive..)
Make sure all the cables are seated correctly, and make sure you have the jumper settings set correctly too (slave/master etc)
If you have done the above and still get the error, then i would try a new HDD in there to see if that solves it.