There has been a somewhat known issue with PfSense and DHCP on start up - it can sometimes take a long time, and this is very bad when you have VMs relying on it to be ready. Definitely do what Andy suggests and you should be good!
Also as above, you may want to consider removing the router entirely. If the router also serves as your DSL or Cable Modem link, then you may want to ask your ISP to put it into Bridging mode and let PfSense do the real work (it will also solve connectivity issues that arise when you have a double firewall going). The caveat is that briding mode will often disable or mess up any wifi funcions of your cable/DSL modem.