When I do a Windows Deployment PXE Boot over the network, there is no harddisk. I created a bootable CD from dc1\deploy$\Boot and booted from this PXE image and has a harddisk. Basically the images are the same. One with harddisk, one without.
Check your boot order, and have your hd first in the boot. Make sure you can see the disk correctly, before PXE takes over. I've done this with win 2003 and 2008.
