The installation of XFree86 4.1.0 is fairly easy.  Some may choose to install
the XFree86-4 mega-port (in /usr/ports/x11/XFree86-4), but this port is soon
to be deprecated for the sub packages (XFree86-*-4.1.0).  You need to install
at least the libraries, clients, and the X server (in 4.1.0, there is just one
X server instead of lots of smaller specific ones like in 3.3.6, ie XF86_SVGA).

cd /usr/ports/x11/XFree86-4-libraries && make install
cd /usr/ports/x11/XFree86-4-clients && make install
cd /usr/ports/x11-servers/XFree86-4-Server && make install

You should also install the various font packages.  The default bitmaps are the
bare minimum:

cd /usr/ports/x11-fonts/XFree86-4-fontDefaultBitmaps && make install

There are some other XFree86 4.1.0 packages you may wish to install.  Check
out their respective pkg-comment and pkg-descr files and decide if you wish
to use them:

x11-fonts/XFree86-4-font100dpi
x11-fonts/XFree86-4-font75dpi
x11-fonts/XFree86-4-fontCyrillic
x11-fonts/XFree86-4-fontEncodings
x11-fonts/XFree86-4-fontScalable
x11-servers/XFree86-4-FontServer
x11-servers/XFree86-4-NestServer
x11-servers/XFree86-4-PrintServer
x11-servers/XFree86-4-VirtualFramebufferServer
x11/XFree86-4-documents
x11/XFree86-4-manuals