Does a firewall stop a PXE ROM from doing harm?

I don't know much about home networking so I ask you. What is the Intel PXE ROM and does my Linksys NAT stop it from doing harm?

I have Windows XP SP2 on a home Thinkpad and recently every once in a while I get a PXE ROM boot error which is suspicious in that I didn't ask for any so-called Intel PXE ROM to do anything.

When I google what a PXE ROM Specification, I find this detailed which is mostly gibberish to me. Can you simplify for a mother what this is?

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Even the Wikipedia explanation is beyond me.

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Basically I'm asking if I can get rid of this thing and how I would do that or does it do something I asked it to do that is important?

Please help! Ilena