Reading the Documentation - under troubleshooting -
If the burned image fails to boot and the image was burned using a Windows system, wipe the USB
stick before trying a second burn using a utility such as Active@ KillDisk. Otherwise, the second burn
attempt will fail as Windows does not understand the partition which was written from the image file.
Running Active@ KillDisk on the USB now. 1 and a half hours before it will be finished.
And for the record I was not trying to do multiple boot devices. I think that was loaded on before on the system that would not run FreeNAS the first time which I was using the Solid State drive for boot drive and was installing from CDrom. Did not think at the time to wipe that drive.