My girlfriend's computer had the same error but without the last line. It reads like this:
Intel UNDI, PXE-2.1 (build 082)
Copyright (C) 1997-2000 Intel Corporation
For Atheros PCIE Ethernet Controller v22.214.171.124(05/08/09)
Check cable connection!
PXE-M0F: Exiting Intel PXE ROM.
Apparently it was trying to boot from the network or something else other than the hard drive even though the hard drive was number one in the boot order.
Here's what I did to fix it, step by step, for a novice.
Step 1: Turn on the computer and enter BIOS by pressing F2 before startup
Step 2: Scroll over to the "Main" tab
Step 3: Disable "Boot from network"
Step 4: Enable "F12 Boot Menu"
Step 5: Exit and save changes
Step 6: Shut down the computer and start it back up
Step 7: Enter the boot menu by pressing F12 before startup
Step 8: Select the hard drive (In my case it was Toshiba MK2555GSX. You can find the hard drive model on the information tab in BIOS.)
The computer should boot normally after that.
If this doesn't work for your computer, chances are that your hard drive is dead or has a bad connection.
Good luck, I hope this helps.