Integrating another (3rd party) boot menu for WDS in Windows Server 2008 R2 has changed compared with standard Windows Server 2008... here is how to do it...

1. Download and extract syslinux-3.85.zip or later from http://www.kernel.org/pub/linux/utils/boot/syslinux  (it contains pxelinux) 
    
2. Copy the com32\menu\vesamenu.c32 and com32\modules\chain.c32 files to your WDS Server, to both the D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86 folders.
    
3. Copy the core\pxelinux.0 file to your WDS Server, to both the D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86 folders, then rename it to pxelinux.com 
    
4. Download a nice background image (http://www.deployvista.com/Portals/0/DeploymentBackground.png), and save it in D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86  
    
5. In the D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86 folders, make a copy of pxeboot.n12 and rename it to pxeboot.0 
    
6. In the D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86 folders, make a copy of abortpxe.com and rename it to abortpxe.0 
    
7. Configure WDS to use the pxelinux.com boot file, in Windows Server 2008 R2 you have to do it through WDSUTIL, here are the commands:
    
   WDSUTIL /Set-Server /BootProgram:boot\x86\pxelinux.com /Architecture:x86
    
   WDSUTIL /Set-Server /N12BootProgram:boot\x86\pxelinux.com /Architecture:x86
    
   WDSUTIL /Set-Server /BootProgram:boot\x64\pxelinux.com /Architecture:x64
    
   WDSUTIL /Set-Server /N12BootProgram:boot\x64\pxelinux.com /Architecture:x64
     
8. In the D:\RemoteInstall\Boot\x64 and D:\RemoteInstall\Boot\x86 folders, create a subfolder called pxelinux.cfg 
    
9. In the D:\RemoteInstall\Boot\x64\pxelinux.cfg and D:\RemoteInstall\Boot\x86\pxelinux.cfg folders, create a file named default with the following settings
    
   DEFAULT      vesamenu.c32
   PROMPT       0
   NOESCAPE     0
   ALLOWOPTIONS 0
   # Timeout in units of 1/10 s
   TIMEOUT 300
   MENU WIDTH 40
   MENU MARGIN 0
   MENU ROWS 12
   MENU TIMEOUTROW 14
   MENU HSHIFT 5
   MENU VSHIFT 2
   MENU COLOR BORDER 30;44       #00000000 #00000000 none
   MENU COLOR TABMSG 1;36;44     #00000000 #00000000 none
   MENU COLOR TITLE 1;36;44     #00000000 #00000000 none
   MENU COLOR SEL   30;47       #40000000 #20ffffff
   MENU BACKGROUND DeploymentBackground.png
   MENU TITLE PXE Boot menu
   MENU WIDTH 80
   MENU MARGIN 18
   MENU ROWS 4
   LABEL wds
    MENU       DEFAULT
   # MENU PASSWD P@ssw0rd
    MENU       LABEL Windows Deployment Services
    KERNEL     pxeboot.0
   LABEL local
    MENU LABEL Boot from Harddisk
    LOCALBOOT 0 
   LABEL Abort
    MENU LABEL AbortPXE
    KERNEL     abortpxe.0

Here is how it looks...