PFSense Installation notes, how to install from scratch on a XenServer:
To install Pfsense on Xenserver you have to disable all of the network interfaces, the boot from the ISO and enter install mode by typing 'I' during the 10 seconds it prompts you. If you don't disable the NIC's it will hang at 38% on the install.
Then finish the install and enable the 2 interfaces and removed the mounted CD and reboot.
NOTE: You will not be able to connect to the web configurator via the wan interface or ping it, it is disabled by default. You will have to start by using the LAN interface.