Does anyone know about DHCP servers and PXE?

I followed this tutorial on: http://pxes.sourceforge.net/readme.html

and got everything working. However my client PC boots up PXE as:

CLIENT IP: 192.168.0.110 MASK: 255.255.255.0 DHCP IP: 192.168.0.111
GATEWAY IP: 192.168.0.1
PXE-E32: TFTP open timeout
TFTP......


Does anyone know why am getting a PXE-E32 error?