@wallabybob:
Have the looked at the installation screenshots at http://forum.pfsense.org/index.php/topic,7356.0.html?
You can find links to quite a bit of documentation (including a link to the above screen shots) by following the documentation link from the pfSense home page: http://www.pfsense.org
My recollection (its quite a few months since I last did an installation) is that you boot from the live CD, configure, then select menu item 99 (Install to hard drive) then when done, remove CD and reboot and then, if the installation went well, you will be running off the hard drive. The CD is designed so that you can try pfSense running off the CD before writing anything to the hard drive.
Thank you, that explanation helped alot…