Although VMware do provide a remote CLI appliance that gives you much of the scripting support you’d get with ESX sometimes its much easier to use the console, so once you’ve got your ESXi4 server up and running at the yellow and black screen do this:
VMWare
ESXi 4.0 – Installing In “Embedded” Mode
Starting with ESX 3.0 VMware began issuing an alternative ESXi version, the main difference being that the Linux Service Console was removed (although in fact it was not completely removed – see my blog here to see how you can still access it). This greatly reduced the overall size of the installation from around 2GB down to only 300MB, with the additional benefits of dramatically cutting boot times and improving security.