Cannot image without PXE menu

We are just starting to implement PXE. When I set an imaging job for a
workstation, the job will not start unless I bring up the PXE menu first
(either by holding Ctrl-Alt during the boot or setting "always display the
PXE menu" in the server package) and "Start ZEN Imaging."

If I do not bring up the PXE menu, it looks like it begins to download the
kernel (I see just a flash of the blue bar at the top) but instantly jumps
out and says "ZENworks shutting down..."