Neogen, this CD does exactly that (except it's not pretty...it's not supposed to be.. ;) ) Disc in drive, startup the PC and it connects to the web, downlaods the folding client, download the core, gets a WU (or if couple with tftpd, it'll look on the server for a prvious state) and then get going on the work.

AMDave, I wanted to do a PXE boot as well but couldn't do it with this mobo I have either.

But this is the second best option I thing.