GSS 3.0, PXE, and DHCP

I used to run GSS 2.5 with the provided 3com and tftp tools, that worked great.

Now, I've got GSS 3.0 up and running, I've installed the PXE Server with it, and added the DHCP role to that 2008 server. During the install I added the Linux and Win PE 5.1 preboot environments and I've selected the "Auto detect Microsoft DHCP server and configure for PXE" option in the PXE Configuration Utility.

When booting up a client to PXE I can get an IP address, but the error is PXE-E53: No boot filename recieved.

Don't I also have to have the boot file and location in DHCP (Options 66 & 67) ?

I don't see this anywhere in the documentation or videos.