Right - the gist of it is that in order to install software, you have to be root. You'll find a "root" console window hidden away in the KDE menu, System->More Applications->Konsole Super User. Or you can just do 'su' from any regular console window.
But first you should check out the http://www.pbidir.com
- there is an Apache 2.0 PBI there, and it is a much easier install. When looking for an application to install in PC-BSD, follow these steps:
1] Check PBIDIR.com
2] Ask on the forums to see if anyone is making a PBI
3] Check FreeBSD.org's list of ports. It is almost certainly there
Of course, to use Ports, you have to set it up first. If unclear, ask here and we can get you going. You almost never have to install something for FreeBSD from a direct download.