If so, get a CF card (16MB min. for m0n0wall), pop it into your cardreader on your main PC and write the .img onto it using this tool.
Use the "generic-pc-1.33.img" for m0n0wall
pfsense.. no idea.. They don't seem to provide a HDD/CF image, just a USB stick installer and a bootable CD ISO.
If it's like in the pic on ebay, I've got several thin clients with the same setup. One from Igel and one from Liscon. Internally identical (Via C3 600MHz or something).
That's a standard laptop 2.5" HDD connector (with +5V) on the board. You can get adapter cables if you need them, or instead of those flash disks, plug in CF adapters.
One of my thin clients came with a 64MB flash disk (like the one in the ebay link), the other had a CF adapter with a 32MB card instead.
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