Here's what I've got.

   1. Dell Optiplex gx1
   2. CF to IDE
   3. 1G CF card

I downloaded generic-pc image of m0n0wall. Followed the instructions for 
installing the image.

When I boot the CF card all I get is "boot error". While searching for a 
fix I found some info that suggested changing the BIOS IDE setting to 
normal. I don't have this option. I left it on AUTO.

What's going on here and how do I fix the problem?

Oh, I have IPCop on a CF card and it works fine.