I'm currently working on a little project to get a rescue image loaded through PXE. It shouldn't be that difficult, but personally I don't really work with DHCP (obviously we usually just use static IPs), and DHCP is required for PXE.
I've setup the PXE host server and it's also running DHCPd without errors. This is the configuration of dhcpd.conf:
I figured out that the internal routing system of Virtuozzo doesn't forward broadcast messages probably, which would explain why it's not working. I moved the dhcpd to a normal server and it's working fine.
It could probably work on a VPS too by setting up a bridge, but this solution was easier.