I know this is an older thread, but since it is still open and I came across it with this same issue I thought I would try and provide some more information. There is a KB about this issue: http://support.microsoft.com/kb/960489
I ran into this issue randomly out of the blue when no changes have been made. I think a simple reboot of the server would also solve the problem here but it would only be a bandaid.
Just install the KB hotfix above and that should take care of your issues regarding PXE-E55 ProxyDHCP error when PXE booting.
Dwayne