@nicolaih:
Turned out to be quite simple. I downloaded the newest development version of the NanoBSD, the first one I downloaded was without VGA so it didn't work very well. With the NanoBSD there is no need to install anything, there isn't even an 99 option in the menu.
Also I was using USB 3.0 ports, so that might be why I couldn't make the install from the memstick image.
Thank you Jason!
No problem. The 2.2 snapshots might actually work in the USB 3.0 ports, I haven't tested it yet.