I had this problem recently and found an old message from the archives.  So for all the FreeBSD new
builders -- just wanted to update it with the solution I found:

Make sure your development freebsd system has the include files for rebuilding the boot loader:

/stand/sysinstall
Configure Do post-install configuration of FreeBSD
Distributions Install Additional
Src Sources for everything
    Select lib
           sys

Then pick your ports media.

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Excerpt from old post:

Need help with PXEBoot.

http://people.freebsd.org/~alfred/pxe/en_US.ISO8859-1/articles/pxe/article.html
<http://people.freebsd.org/%7Ealfred/pxe/en_US.ISO8859-1/articles/pxe/article.html> 

section 3 Bootstrap Setup

# rm -rf /usr/obj/*
# cd /usr/src/sys/boot
# make