I just found out I'm going to have a happy Christmas indeed.  My wife was 
playing at an internet auction and accidentally bought a Digital XL 366 Alpha, 
model no. SN-A23AA.

Unfortunately, it comes with (gag!) WinNT.  Please, tell me I can install BSD 
on this thing without being a certified kernel hacker.

It's a 366 MHz 21164 with PCI and ISA bus slots, comes with a Matrox Millenium 
video adapter.  I seem to recall from lurking on Alpha-BSD mailing lists in 
years past that there was an issue with Alphas configured to run NT not being 
able to boot BSD, you had to have boot ROMS configured for Digital Unix.  I 
hope that's not still a problem.

Anything else I need to be aware of?

Thanks in advance for any advice you can give to one who is about to make the 
transition from 64-bit wannabe to 64-bit newbie.