|Umm so you are trying to run a Windows Install off of a PXE server? |
Why not just simply make an disk image of a running Windows box and just restore the image from the PXE server so you don't run into the incompatibilities you are facing with the Grub Boot Loader? Being you are seeing a Grub menu I am guessing you are using a Redhat Linux server. I think Redhat comes with DD which will allow you to do disk images.
Or, is it that you are trying to load Linux on the box as well as Windows?
This may help: