This error generally indicates that the DHCP server has not provided either a filename or a root-path for iPXE to boot from.
Things to try:
iPXE> dhcp
DHCP (net0 52:54:00:12:34:56)... ok
iPXE> echo ${filename}
wdsnbp.com
iPXE> echo ${root-path}
iscsi:192.168.0.1::::iqn.1991-05.com.microsoft:snubfin-win2k8
gPXE” then you will need to reconfigure it to respond to a DHCP user class of “iPXE” instead.