I have a remote system on rescue mode where i need to start gPXE. I cannot connect an USB stick to the system and so on.
Is there any way i can install gPXE to the hard drive so that once rebooted it will be started instead of the OS?
I assume you already have some idea about PXE boot or network boot.
In most cases, you don't need to install gPXE in your hard drive. All you need is enable PXE/Network boot in your bios and make it the 1st booting device.
Following are some links related to PXE boot
http://superuser.com/a/521077/170017 <- This is a guild line for setting up Windows net boot, but should be easily adopted for Linux too.
http://etherboot.org/wiki/howtos <- A lot of information about how to setup gPXE