AFAIK, there is no principal differences between CF cards and hard disks, only in their device names (ad* for HDD and da* for USB-CF; if CF card is connected via CF-IDE adapter, then it will be like usual hard disk). But note: CF card connected via CF-IDE adapter usually can't use DMA, so it is disabled in loader.conf. If you transfer NanoBSD from CF to hard disk, DMA should be enabled (or system will be very slow).