FPGAs and PCI/PCI-E/PCI-X

Supose that you build a PCI card with a FPGA connected to the PCI bus.
Then when you plug in the card the PC must recognize the card, right? But for that to happen the FPGA must be configured before, i. e., you must configure the FPGA before the PC boots.
How could I program the FPGA before the PC boot? With a uC in the card with a flash memorie or with xilinx/altera memories solutions? How fast is this solution?
Now the solution that i'm doing is this one: for the first boot (when you turn on the PC) the PC doesn't "see" the card then after the boot and tue os running an application configures the FPGA and reboots the system without turning off the PC, off corse! But this is tedious and crappy way isn't it?
Any advice on this subject?

I am using a FPGA development board from DINI group.

This board uses a microcontroller to program the FPGA as soon as the PC is powered-on.

You can take a look at the schematic provided in https://www.dinigroup.com/index.php?product=DN3000k10