Installation

Does anybody have any idea, why I can't manage to setup m0n0wall?
During install followed this guide:
http://doc.m0n0.ch/quickstartpc/

I downloaded cdrom-1.232.iso image. Booted up, rl0 and rl1 interfaces were detected (saw MAC addresses) and I saw webGUI address message, but no connection between PC and m0n0wall with crossover cable. Can't ping m0n0wall IP nor get IP from DHCP.

I have checked following things:
1) Cable is connected to LAN (also tried WAN) interface with crossover cable, (also tried straight)
2) Both NIC's connection lights are burning
3) Have manually assigned correct IPs to PC
4) In VLAN setup tried both rl0 and rl1 as LAN interface
Have read:
http://doc.m0n0.ch/handbook/troubleshooting-nowebgui.html

Is cdrom-1.232.iso image Live-CD/installation disk and after setup I can make permanent installation from webGUI to hdd? If so then after changing settings in console where are settings saved after required reboot?
Please don't tell me that cdrom-1.232.iso image is ment for running m0n0wall from CD and settings should be saved on USB stick...
If I don't have floppy or USB shouldn't I see some error message?

PS: Both NICs are Realtek.