Disregard...I figured it out.
For the sake of anybody else pulling your hair out:
You cannot create a WinPE Network Boot config in the "Shared" mode. You must switch to the "Local" mode for a particular PXE server and then near the end of the wizard you get the opportunity to select "Network Boot".
It sure would be nice if Altiris would document these things in a REAL WORLD type of documentation...