I've had a few Dell weird issues over the years, you might try:
Make sure the BIOS is updated with the latest versions.
Try different install media, USB stick, external USB CD, internal CD
Make sure the internal CD (if used) is using the same BIOS setting as the HD. I normally try to stay at IDE to keep things basic and simple.
Worst case move the HD to a completely different system, install pfSense and move the HD back.
Dell's are reasonably good units when you can get them to co-operate, but real :P when they don't.