Are there ADSL modems with PXE enabled DHCP?
DHCP or BOOTP relay enabled ADSL modems/routers should probably help. I am assuming you are controlling the server and your client is behind the ADSL modem. Adding two links. The first one is a set of ComTrend products and the second one is a manual to CT-535, an ADSL modem that supports DHCP/BOOTP relay (ref. pg. 47). Most other ADSL modems and routers answer requests and don’t forward them. Check the SLIM project (link 3) if you intend to boot linux. There is no update on their status of booting over Internet/VPN/DSL.