okay, you want to setup a transparent firewall, this would mean a bridge. If you have both WAN and LAN enabled, it should at least get a link. Sometimes, you have to set speed and duplex manually. I would check on this with the existing setup. Once you have completed that, then you can move on to setting up the WAN/LAN bridge. Since it will be a bridge, you are going to have to manually set an IP on LAN, without dhcp turned on. You will also have to set some system tuneables in the advanced config.
If you are just try to setup a NATed or routed solution, then you just have to work out that pesky link problem. As a test, put in a 4 port switch between the router and pfsense and see if you can get a connection.