@stantor:
I may have found a solution to this. I installed EasyBCD on an windows XP machine. I configured EasyBCD to use an ISO pointed to a location on the hard disk, saved the settings and rebooted. On reboot I got a boot option to go to windows XP or PFSense. On selecting PFSense I was able to load the ISO file and go the menu options to install PFSense.
Did it fully install? Because, if I remember correctly, EasyBCD just alters the boot loader / ini, which pfSense should also try to do on install, either before or after it creates partitions, probably erasing the ISO in the process since it's on the drive it's installing to. If it even got that far before declaring failure (assuming it detects that it can't mess with a partition that it's in use.)
But, let us know if it works.