There are three variants: sshguard, sshguard-ipfw, sshguard-pf .
Use "sshguard-ipfw" iff you have IPFW enabled as firewall for your host.
Use "sshguard-pf" iff you have PF enabled as firewall for your host.
Use "sshguard" otherwise.

You can install a pre-compiled version with:
    pkg_add -r sshguard     (or sshguard-ipfw or sshguard-pf)

Or you can compile the software yourself from the ports tree:
    cd /usr/ports/security/sshguard     (or sshguard-ipfw or sshguard-pf)
    make install