In the VMX config - set it to use the e1000 emulated nic not the AMD one.
ethernetN.virtualDev = "e1000"
Load the e1000 vista x86 drivers into your WinPE disk and it should be able to boot PXE fuly, get and IP, and show up in the console.
Also ensure that the WinPE firewall is not checked during the build.
Thats what I had to do to my env. since I am always deploying to VM's for testing
I will double check my setup and let you know if it is diff. that what I stated.
OR
You can go this route if you want to the use the vmxnet rivers.
http://h18000.www1.hp.com/products/servers/management/rdp/knowledgebase/00000192.html
Clay