TFTP

Setup

Ubuntu or Other Debian Based Distributions

Simply install from Aptitude

sudo apt-get install xinetd tftpd tftp

Create rule file /etc/xinetd.d/tftp

service tftp
{
protocol        = udp
port            = 69
socket_type     = dgram
wait            = yes
user            = nobody
server          = /usr/sbin/in.tftpd
server_args     = /tftpboot
disable         = no
}

Create some directories to hold your files

mkdir -p /export/tftpboot
chmod 777 /export/tftpboot
chown nobody /export/tftpboot

Restart xinetd and the server should now be ready

sudo service xinetd start

Windows

You can use TFTP32 from here. An in-depth guide for setting up everything properly can be found here.