Don't know if this will help but below is section from smspxe.log. This is what I would expect to see. SCCM server is seeing my client and it is not in the database because it is a new computer. I've got my advertisement assigned to the unknown computers collection. I'm not getting the abortpxe.com so I assume that it is trying to send boot image. Not sure how to verify.
[010.001.002.014:67] Recv From:[000.000.000.000:68] Len:548 737a24 smspxe 7/22/2010 2:54:29 PM 3492 (0x0DA4)
Parsing Database name 'SCCM\SMS_CCS' for SQL named instance. smspxe 7/22/2010 2:54:29 PM 3388 (0x0D3C)
Executing LookupDevice(4C4C4544-0047-3010-8047-B5C04F354C31, 00:26:B9:68:70:3B) smspxe 7/22/2010 2:54:29 PM 3388 (0x0D3C)
CDatabaseProxy :: LookupDevice succeeded: 0 0 0 0 smspxe 7/22/2010 2:54:29 PM 3388 (0x0D3C)
MAC=00:26:B9:68:70:3B SMBIOS GUID=4C4C4544-0047-3010-8047-B5C04F354C31 > Device not found in the database. smspxe 7/22/2010 2:54:29 PM 3388 (0x0D3C)
[010.001.002.014:67] Recv From:[000.000.000.000:68] Len:548 738a74 smspxe 7/22/2010 2:54:33 PM 5712 (0x1650)
Ignoring req from [000.000.000.000:68] Dest Server:[010.001.002.010] smspxe 7/22/2010 2:54:33 PM 5712 (0x1650)
[010.001.002.014:4011] Recv From:[010.001.002.151:68] Len:548 26b83ac smspxe 7/22/2010 2:54:36 PM 5712 (0x1650)