Alright, it is now working 8) Although I'm actually not sure which step fixed it.
1. I read some more about configuring, and watched some really good guides to getting through the install, and getting to the webgui.
2. I reinstalled pfsense, just to be sure i didn't mess something up from first round.
3. After the installation was complet, I was again greeted by no Wan or Lan address. I had left both lan and wan cable in.
4. Assigned interfaces. Assigned em0 to wan, em1 to lan. Nothing
5. Assigned interfaces again. This time em1 to wan, and em0 to lan. Nothing.
6. Went to our ISP device. Which looks like a router. Cable from the wall, four Ethernet ports, wireless etc. But I don't see how it can be doing router duty now, since my freenas has been assigned a 86.xx.xx.x DHCP4 ip address, and my frinds asus router has a 85.xx.xx.x address
Unplugged the cable to my pfsense box, aswell the cable to my friends asus router. Then plugged my pfsense box into the ethernet port the asus had. Nothing.
7. I unplugged both wan and lan cables from my pfsense box, and the assigned interfaces again, this time with auto. It detected uplink on both. But nothing.
8. Went back out and put the asus routers cable back in the ethernet port it had in the beginning. And reconnected my pfsense to another ethernet port.
9. Then when I came back, it had obtained it's (public?) 86.xx.xx.x address, kicked out a lan address. And I was able to go to webgui. Yay :)
I'm very happy that it works now. But I would also like to know why it didn't work in the first place. Was unplugging and re plugging the two routers simultaneously the trick? Or that, and a reassignment of interfaces?
Also thanks for the help and input :)