We use pxelinux (to network boot various ISOs / IMGs) and WDS (Windows Deployment Services) at work on the same server; the two together work fairly well.
If you plan to use a Windows server to host your PXE boot, then you might as well add WDS to the package - it's a huge time saver on N&Ps because you can deploy Windows XP - 7 with all updates and apps of your choice already installed. Just google PXELINUX WDS SETUP
If you plan to use a Linux based server, then just google PXELINUX SETUP.
I'll be honest I have not set it up myself, I just use it, modify / add to the config and boot options every once in a while. So I won't be of much help to you in getting it set up, but as I say, google has tons of resources on getting these setups done.
Monday I'll try to remember to ask at work which link had the good set of instructions we followed when we initially set it up.
I can tell you from usage, you'll spend as much time enabling network booting in the BIOS on most PCs as you will looking for CDs. Also not all systems even that support PXE boot will actually WORK... some load the ISOs over the network fine but then there are issues booting - others just fail after obtaining an IP address. I think it is due to earlier implementations of the standards that just didn't get baked fully on some mobos. But when it does work, it really is nice!