It's always good to see someone trying BSD rather than just following the Linux route.
I'm not familiar with PCBSD, but I gather that it's a repackaging of FreeBSD, which I am familiar with. Exactly which version of hjsplit did you download (do you have a URL?)? I ask because I couldn't find a native version of hjsplit for BSD, and there doesn't seem to be one in the rather extensive FreeBSD Ports collection. The nearest I could find is a Java version of hjsplit, which would certainly run on PCBSD if you have Java installed.
Most software for BSD comes in the form of source code packages which you have to compile and install (sounds complicated but it's normally just a question of typing "make" and "make install" in the appropriate directory) but hjsplit seems to be written in Kylix (a Delphi-like system from Borland) and I'm not sure that this was ever available for FreeBSD.