FreeNAS Install

I built a NAS setup from an older PC and 2 new 500MB Hitachi HDs. Do I need to install an OS (e.g. Ubuntu Linux) before booting up with the .iso copy of FreeNAS? The instructions say I should use my web browser to bring up the FreeNAS WebGui which I guess presupposes that I am already running Linux, Windows, etc.

Thanks.