Sounds to me your boot order may be a problem. Looks like the BIOS is looking to boot from the network (thats what the PXE is all about) Which suggests it can't see or is ignoring your CD Rom drive.
Also you have SCSI disks, this usually means you have to install drivers for them before the Windows 2003 can install, I think it tell's you to press F6 to install SCSI drivers near the beginning.
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