HP EliteBook 840 won't PXE boot. Reboots when it tries to bring down WinPE

I've just received a new model that we hadn't worked with until now.  The HP EliteBook 840 will not PXE boot and bring down the WinPE image.  Once I push a job to the machine or try and F8 the computer into WinPE, it catches and connects, but instead of bringing down WinPE, it just reboots the machine. 

I've also tried doing this with Linux just for testing sake since we aren't using it in our live environment anymore and the same thing happens.

Is there a setting in the BIOS that I'm missing?  I've tried hunting down any articles online, but haven't found anything helpful.

Thanks