Error message which says ‘No DHCP’

My operating system is Windows R2 2003 and I have installed the IBM X 346 server. Every time I am switching on the server it is not properly booting up and gives some error messages which says ‘PXE51 / DHCP’, ‘It is not received DHCP’. I don’t know why this is happening. Please help me to get out of this problem. Thanks in advance.
