I believe that I have found a BUG or a feature which does not apply to all enviroments in using PXELINUX. In our enviroment we load computers unattended with windows and linux, PXE Linux automatically boots to the network without us press F12, and then after the time out / grace period boots you default PXE image. This posses a problem in a situation where you would rather the system being loaded reboots from it's hard drive to comlete the setup.
I use both platforms of Windows and Linux, and there is no question as to the flexibiltity of PXELinux over Windows. It should however be considered that almost all NIC boot roms of todays world will prompt the user to press a function key, mostly F12 to boot from network, and in failing to do so the machine boots to the hard drive or next device in the boot sequence. I have found that when switching from a limited Windows Deployment Server PXE, to the PXE linux the systems automatically boot to the PXELinux menu. I am not saying it is right or wrong. However I do believe there should be away to allow the administrator who sets up the PXELinux in his / her own enviroment to make this choice.