Hello,
I'd recommend the following setup:
Virtual Network Adapter with a vMAC connected to pfSense WAN
Set in OVH Control Panel the same vMAC for the 4 IPs
Assuming the block purchased was 198.51.100.4/30 (198.51.100.4 - 198.51.100.7), you'd configure pfSense WAN statically with the following settings:
IP: 198.51.100.4
Mask bits: 32 (equivalent to 255.255.255.255)
Gateway: Not set
Configure LAN as suits your better, example:
IP: 10.10.10.1
Mask bits: 24 (equivalent to 255.255.255.0)
Gateway: Not set
Then add a gateway manually for the WAN (If your dedicated server is at 203.0.113.X, you'd use 203.0.113.254 as the gateway) and set the advanced option "Use non-local gateway through interface specific route" to allow gateway outside subnet.
Add the virtual IPs to your WAN: 198.51.100.5/32, 198.51.100.6/32, 198.51.100.7/32
In the past this used to be much more complicated (I've followed those tuts to a certain extent on earlier pfSense versions):
http://blog.magiksys.net/pfsense-firewall-default-gateway-different-subnet
http://magiksys.blogspot.pt/2012/12/pfsense-bridge-gateway-vmware-ovh-ip.html
Regards,
Jorge M. Oliveira