you can use the embedded or regular version of pfsense with the box. All you need to do is to load either image onto the compact flash or hard drive. After loading it on the boot device of your choice the video card doesn't help much other than to post check as there is no keyboard interface. Also, you don't need to have a pci video card as there is onboard video(trident chipset).
I have yet to get the serial port working properly with pfsense nor the leds on the front of the chassis.
When booted up all i normally see is the spinning thing.