In general you wouldn't put DHCP on the same server as a PXE server. It is possible if you play with options but in most cases I've seen, PXE would be on a different system from DHCP. You may also consider using VMWare to offer DHCP services and consider if your networks have DHCP enabled and are clashing with any windows based DHCP you might have running.
In my setups I keep everything in windows, disable DHCP from VMWare, run the networks as host only, and have a core, an ad server also running dhcp, and a separate pxe server.
Not the only way, but it works for me.
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Great.. It worked!