Well I made the horrendous mistake of advertising a task sequence to all machines which as resulted in a lot of Help Desk calls with people wondering what this wonderful pop-up box means.
But what I want to do is advertise a task sequence ONLY to computers that are booting to PXE. I tried the "All Unknown Computers" collection but this isn't functioning properly.
We're running SCCM 2007 R2
turns out this is not possible currently. The workaround is to disable popups whenever advertisements are added (located in Site Database->Site Management->Site Name->Site Settings->Client Agents->Advertised Programs Client Agent->Notification)
There's another way to achieve this: In the Advertisement settings or in the TS settings (I can't remember where exactly), you can speciy that the TS should only run on a specific OS. Choose one that is NOT used in your environment. This TS will still be available after booting to PXE. This behavior is by design and documented in the help.
It's now possible, in 2012. When creating your deployment, you have the option to deploy to:
1)ConfigMgr clients
2)ConfigMgr clients, media, and PXE
3)Media and PXE
4)Media and PXE (hidden)
I haven't used #4 yet, or #1 for that matter but I can assume what #1 does. So an upgrade may be in your future.