Add the PXE tools to your path. If you plan to work with PXE from the commandline, it's a good idea to add the PXE_HOME/bin directory to your path. In UNIX, it's easy to do this on a session-by-session basis, e.g.,
# cd /path/to/pxe
# export PATH=$PATH:`pwd`/bin
In Windows, you need to add the PXE bin directory to the PATH system variable via the Control Panel.