a good start is to mount the WIM, so run the INF like it says in the help file.
-Just double click wimfltr.inf you have to do this each time you reboot.

-Make a folder called c:\mount (drive not important)

-Copy the %cdrom%\sources\boot.wim to your HD

-Run Ximage from the cmdline with these options
CODE
ximage /mountrw c:\mount %yourdrive\dir%\boot.wim 2

(1 or 2 doesn't seem to matter in this case)

-your directory structure should look like this

-Copy those files to a dir, mine is LHPE

-Open notepad and paste in this text:
CODE
[boot loader]
timeout=0
default=multi(0)disk(0)cdrom(0)\WINDOWS
[operating systems]
multi(0)disk(0)cdrom(0)\WINDOWS="Microsoft Windows Longhorn Setup" /NOEXECUTE=OPTIN /FASTDETECT /DETECTHAL /MININT /USENEWLOADER


-Save it as boot.ini in the root of your LHPE folder

-In notepad create a file with something like this:
CODE
[LaunchApp]
AppPath = %SYSTEMROOT%\System32\cmd.exe

SAve it in the LHPE\Windows\System32 folder. This is what gets loaded at boot time.

-Then copy the contents of the boot folder from the install DVD to your LHPE\boot folder

-Use the attached file's boot image to create an iso with cdimage/oscdimage from MS.

-Whella, winpe no optional components though and rough around the edges. A little bloated too but you can remove somethings.

Or you can use Raphael's example in the thread about not having a DVD burner.