FIrstly, I'm not 100% sure on this one, but as far as I know, PXE boot acts similarly to dhcp in that the NIC (as opposed to the OS in a dhcp lease) will scan the local network for a dhcp server and then retrieve both an IP address lease for itself and the identity of the local PXE server.
If I'm right about that, like I said - I'm not 100% sure, then the only way to allow a PXE boot from another network would be to configure that network's DHCP server to point to the local PXE server. In your case, that would mean the 192.125.X.X DHCP server would need to supply the ip address of the PXE server in the 192.168.X.X subnet. You would also have to provide routing information between the 2 networks.
I'm not sure if it's really possible, but as you might have guessed, I'm not an expert on PXE :-)
Last edited by healyma; 02-27-2009 at 10:24 AM.