PXE booting: no such disk

[Alkis Georgopoulos]

I'm trying to follow the instructions on this wiki page:
  http://grub.enbug.org/PXEBOOT
and I'm getting "error: no such disk", followed by the "grub rescue>"
prompt. If I try `pxe --info` on that prompt, I get:
  "error: no pxe environment"

I'm using "grub-pc 1.97~beta3-1ubuntu7" from Ubuntu Karmic 9.10, and the
latest gpxe boot disk as the PXE stack.

I've seen in moddep.lst that pxe depends on bufio, and pxecmd depends on
extcmd, so I *also* tried with 
  grub-mkimage --output=core.img --prefix="(pxe)/boot/grub" bufio pxe extcmd 
pxecmd
bug again, to no avail.

Any ideas?

Thank you,
Alkis Georgopoulos