1. HDD like Hard Drive Device or /dev/hdd ?
2. Either with the ports (get ports.tar.gz from the ftp site and untar in in /usr) or with binary packages which you can also download on the ftp server
3. There's a nice section in the FAQ, section networking. You can also check these:
http://www.inebriated.demon.nl/pf-howto/
http://docs.bsdaemon.be/


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