You need a DB9 null modem serial cable (female/female) to connect between the board and your computer (or if your computer doesn't have a serial port you need a null modem to usb adapter, like the guy uses in the video). Then you use something like puTTY to connect:
http://www.chiark.greenend.org.uk/~sgtatham/putty/download.htmlThen you can just boot up the soekris and see if it boots properly to confirm that the image got written to the CF card correctly. I'm also having problems with physdiskwrite, I'm using Vista 64 though, I'm gonna do an install of freebsd and try to burn the image through that and see if it works.
Hopefully everything I said is correct, though it's my first time trying this so I'm not 100% sure...