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.