Is the NIC a built-in NIC or an adapter plugged into a PCIe connector? I suspect that your system has the connection built in. You might be dependant on whatever tool the system manufacturer has for supporting PXE.
Thanks for pointing me to the solution.
The NIC is located on a mezzanine card, so not really a standalone card.
I found a firmware update from the manufacturer and I updated/installed the firmware with the eeupdate tool under MSDOS.
eeupdate.exe /nic=3 /D 82599_~1.txt
eeupdate.exe /nic=4 /D 82599_~1.txt
The 10g card is now PXE capable.