once you setup for Preboot Configuration, from Altiris Agent (system tray) click on
update configuration.
if you do not do it manually, Preboot Configuration will be updated with default interval of 1 hour.
Also, it takes a lot of time 20-30 minutes so you may feel that it is not working but actually it is working in background.
You can verify it.
Go to location : \\NS Server \\Deployment\Task Handler\SBS\Images\XYZ
Here
NS Server: will be your NS server amchine name
XYZ: pre boot name (entered during preboot configuration from NS Console page)
if XYZ is created that menas your preboot is created.