I dont think you have me on steam. I dont get on steam very much. The best way to start is to get a spare PC with 2 NICs , Intel preferred and then download the ISO , burn that to a CD and then install it to your PC.
Here is a nice tutorial on how to install it:
doc.pfsense.org/index.php/Installing_pfSense
Once you get it installed then it is onto the config part of it. The nice thing about PFSense is you can backup your config so you can restore it if you mess something up.
Depending on where you are located we might be able to do some screensharing or potentiall give me ssh access to it once you get it running to help you out.