I just figured out why the DHCP on my WLAN didn't work and it looks like a bug to me.
I just reinstalled pfSense on a new box. I enabled DHCP (192.168.1.30 -> 69) on the LAN and pluged in my laptop. It worked great and I could start configuring everything. First I setup the WLAN (wireless) with WAP/WEP (the works) and enabled DHCP on that (192.168.2.30 -> 69). I then started the wireless interface on my laptop and it just worked! (me happy).
And as the wireless connection worked great I unpluged the LAN fom the laptop and pfSense box.
Then after some time I lost my IP address, guess it expired? And I could not get a new, I reboted (both pfsense and the laptop), "ipconfig /release" and "ipconfig /renew" and nothing worked. Only way I could get back in was by giving the wireless connection a static IP.
Then I noticed that in the DHCP log it said "dhcpd: vr0: not found", That is my LAN interface I then pluged in the LAN again and WOHOO my wiireless connection could again get an IP assigned ?
I then disabled DHCP on LAN (vr0) as I'm not going to connect it until I'm done setting it up, and now DHCP on WLAN works even when there isn't connected anything to LAN.
Can it be right that DHCP on WLAN (opt1) is disabled when the LAN connection is down? Imagne if the switch between pfSense box and the LAN users was turned off by accident, then the WLAN users would get disconnected too.