I'd guess from your description that you have set Network Boot as the first option in your client bios boot order - If this is the case, your client machine will attempt to boot from PXE every time.
If this is the case, there are two things you could do:
A) Remove Network Boot from the client bios boot order. This will cause another device to be booted first, and your user will have the option to press F12 to boot from the network.
B) Add an entry to the .PXE menu using 3Com boot services. Start->Programs->3Com Boot Services -> Boot Image Editor -> Edit and Existing File -> PXE Files -> Select [Name].PXE. Then Files -> Add and tick Boot from hard drive. Then click Default to select this as the default option. This entry is normally present by default. Perhaps you have removed it. Separately, on the Options tab, examine Menu Wait Time. This is the delay time during which the PXE menu is displayed to the client user during boot.
Note: In some circumstances your client bios may decide to boot from pxe if an attempt to boot preceeding devices in the boot order have failed.