We're in the same boat but I did get Packet-Filter installed. I guest you know by now you got a lot of googling to do and be sure to read all you can about Packet-Filter and do a forum search right here under Open-BSD mostly. Than you get a good idea about how networking really works just by understanding pf. Open-BSD Packet-Filter RULES!
http://www.google.com/search?hl=en&s...=Google+Search
http://openbsd.org/faq/pf/filter.html
http://erwan.lemonnier.se/docs/openb...-nat-dhcp.html