I just wanted to make sure because I'm in the process of getting new hardware for a lab I run at my college, and the computers are to be connected to a PXE Server to boot over LAN, so I HAVE to make sure the board supports it, or I'm out of luck!
Years ago, I worked at a computer manufacturer, and we used various MSI boards in our systems, we would boot the systems from LAN in order to run Norton Ghost from a server to install pre-built disk images. We're talking MSI K7N2 Delta and 865PE era boards here! However, we'd pop in some generic PCI LAN card in for this purpose, just so we had one set of drivers as standard on the server. However, these systems had no problems booting from LAN, even then. So I can't see any newer boards having a problem.