@virgiliomi:
The first thing to check, like mer said, is that your computers/clients are using pfSense for DNS (if they're using DHCP, they should be, but check to make sure). However beyond that, I offer a different possibility for the cause of your issues…
I think that your problem is likely caused by pfSense's DNS Resolver taking too long to look up the IP address for a site, causing your client to time out the first time you try to access the site. The second time is successful because by that time, the result for the first request has been resolved, so pfSense knows that IP address now and can provide it to your computer.
If you have 800ms latency on your connection, then recursive DNS (the default configuration for pfSense) is NOT what you want to be doing. RDNS has your server start at the root for a domain - i.e. .com, .org, etc. - then recurse through the name requesting info from each DNS server along the way. With the latency you have, you're looking at a response time of at least 1.6 seconds just for a standard domain (i.e. google.com). The progression of recursive DNS goes like this:
.com -> google.com -> www.google.com = x.x.x.x
The faster way would be for your pfSense box to forward a DNS request to another DNS server that can do all of the heavy work faster, and just sends you back the IP address you need. So when you look up www.google.com, your request goes to just one DNS server, not two or three different ones spread around the internet.
My recommendation would be to find two DNS servers that are quick to respond for you, put those servers in System > General, then turn on forwarding and see if that improves your situation. You can either go to the DNS Resolver settings and check the box to enable forwarding mode, or you can disable DNS Resolver and enable DNS Forwarder (make sure you follow that order).
Sorry i missed your post i had given up on this. Im pretty sure your rite about the cause but unfortunately the fix you suggested did not work. Although now it says "ERR_NAME_NOT_RESOLVED" before loading a few seconds later. And It may be my imagination but it dose seem to be a little faster now. I wasn't able to get the DNS Resolver working with forwarding so im using the DNS Forwarder.