You might just put a PCI/CF adapter ($20 or so) in and boot from
an 8MB Compact Flash.  Otherwise, you're likely looking at
grub and friends.

PXE is not common - it's fairly new to BIOSs.

Quoting Wojciech Puchar (wojtek@tensor.3miasto.net):
> i made several X terminals from PCI 486's, good GFX cards. for network i
> bought some nice new DP83815 based fast ethernet adapters.
...
> But - i use floppy with kernel and boot just to start it. Kernel then
> use DHCP and NFS but it's quite annoing anyway.
> 
> how should i do netbooting. is it better to order netboot ROMs for that
> cards (i'm not sure about availability), use
> netboot/etherboot generated ROM images or maybe another way?
> 
> please give me some advice, i have no knowlege in that. I found about many
> ways of netbooting like PXE, NBI etc.. which is quite common to peecees,
> and got no idea what should i use.