I wanted to try BSD because of it's historical connection to the original UNIX system developed at Bell Labs. I love this chart (courtesy of Wikipedia) that shows the web of OS development.FreeBSD which installs nicely in VMWare Player and VirtualBox. When installing make sure to add yourself as a user, and make sure to add yourself to the wheel group. This will make it possible for you to use su which you'll need to install packages. If you didn't add yourself as a user during the installation, don't worry, login as root, type adduser and answer the questions. Accept the default for almost everything, except, of course, add yourself to the wheel group. If you didn't add yourself to wheel then you need to logout (hit ctrl-D or type exit) and login as root, then type
$pw usermod username -G wheel
and now you can use su, which lets you login as root to install your package, then return to your shell when you exit.
To install packages, so far, I've been using pkg_add -r package-name. This downloads the pre-compiled package from a BSD repo. BSD also gives you the option to build packages from source, called ports, and you can download the complete ports during installation. There is a good section in the BSD handbook on the pros and cons of both.
Thanks nixCraft for helping me understand su.