pfSense images are made for a 9600 bauds 8N1 console.
Plug-in the serial console null-modem cable to the ALIX board.
Gooze offer a nice USB to RS-232 null-modem cable.
Now, based on your operating system, run:
Mac OS X:
Install and use Putty.
A detailed guide is available here:
ALIX board serial console HOWTO.